+198.4%
BX vs FROG
+22.5%
+175.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.3% | -3.8% |
| 7D | -5.7% | -4.8% | -0.9% | -4.7% |
| 30D | -8.9% | -0.9% | -7.9% | -9.0% |
| 3M | +8.4% | +7.5% | +0.9% | +5.7% |
| 6M | +18.9% | +107.0% | -88.1% | -1.7% |
| YTD | -13.6% | +39.8% | -53.4% | -23.1% |
| 1Y | -22.4% | +74.8% | -97.3% | -35.4% |
| 3Y | +26.0% | +219.3% | -193.3% | -16.2% |
| 5Y | +18.8% | +133.0% | -114.2% | -23.3% |
| All | +198.4% | +22.5% | +175.8% | +97.4% |
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