+203.6%
BP vs FROG
+51.8%
+151.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | 0.0% |
| 7D | -6.9% | +27.1% | -34.0% | -7.4% |
| 30D | -3.6% | +5.8% | -9.4% | -3.8% |
| 3M | +8.4% | +20.8% | -12.4% | +7.8% |
| 6M | +5.3% | +53.3% | -48.0% | +4.0% |
| YTD | +33.2% | +73.2% | -40.0% | +30.7% |
| 1Y | +28.2% | +80.3% | -52.1% | +25.5% |
| 3Y | +49.2% | +318.3% | -269.1% | +41.7% |
| 5Y | +102.9% | +179.9% | -77.0% | +88.6% |
| All | +203.6% | +51.8% | +151.8% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling