-8.1%
BROS vs FROG
+205.5%
-213.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.0% |
| 7D | -2.5% | +48.2% | -50.7% | -14.5% |
| 30D | -11.2% | +11.4% | -22.6% | -15.5% |
| 3M | -33.9% | +28.5% | -62.5% | -40.4% |
| 6M | -33.5% | +63.7% | -97.2% | -45.1% |
| YTD | -44.9% | +77.1% | -122.0% | -57.7% |
| 1Y | -41.5% | +79.3% | -120.8% | -55.5% |
| 3Y | +22.4% | +323.8% | -301.3% | -42.6% |
| 5Y | -45.7% | +198.9% | -244.6% | -75.5% |
| All | -8.1% | +205.5% | -213.6% | -59.8% |
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