+103.9%
BP vs FROG
+160.8%
-56.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.7% | -1.5% |
| 7D | -11.6% | +7.0% | -18.6% | -12.0% |
| 30D | 0.0% | +2.9% | -2.8% | -0.3% |
| 3M | +6.7% | +21.6% | -14.9% | +5.6% |
| 6M | +2.2% | +87.7% | -85.5% | -1.1% |
| YTD | +33.0% | +61.7% | -28.7% | +29.1% |
| 1Y | +30.7% | +113.7% | -82.9% | +24.4% |
| 3Y | +44.2% | +267.7% | -223.5% | +31.0% |
| All | +103.9% | +160.8% | -56.9% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling