+27.0%
BROS vs FROG
+274.0%
-247.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +35.3% | -37.6% | -8.6% |
| 7D | -21.2% | +7.0% | -28.2% | -22.6% |
| 30D | -11.6% | +2.9% | -14.4% | -12.8% |
| 3M | -36.7% | +21.6% | -58.3% | -39.9% |
| 6M | -42.8% | +87.7% | -130.5% | -51.0% |
| YTD | -44.8% | +61.7% | -106.5% | -52.3% |
| 1Y | -36.5% | +113.7% | -150.2% | -49.6% |
| 3Y | +27.0% | +267.7% | -240.8% | -25.5% |
| All | +27.0% | +274.0% | -247.0% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling