+203.6%
BP vs FROG
+45.3%
+158.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.1% |
| 7D | -6.3% | +17.0% | -23.3% | -6.7% |
| 30D | -3.6% | +1.3% | -4.9% | -3.8% |
| 3M | +5.2% | +17.5% | -12.2% | +4.7% |
| 6M | +5.3% | +46.8% | -41.5% | +4.0% |
| YTD | +33.1% | +65.8% | -32.7% | +30.7% |
| 1Y | +26.3% | +61.0% | -34.7% | +24.1% |
| 3Y | +47.5% | +296.7% | -249.2% | +40.1% |
| 5Y | +106.2% | +177.8% | -71.7% | +92.1% |
| All | +203.6% | +45.3% | +158.3% | +172.7% |
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