+184.7%
BX vs FROG
+53.7%
+131.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -1.5% |
| 7D | -2.8% | +26.8% | -29.7% | -8.4% |
| 30D | +7.3% | +10.6% | -3.3% | +3.5% |
| 3M | -16.3% | +27.2% | -43.5% | -22.1% |
| 6M | +2.5% | +58.7% | -56.2% | -10.1% |
| YTD | -17.6% | +75.3% | -92.9% | -31.3% |
| 1Y | -12.4% | +71.1% | -83.5% | -26.7% |
| 3Y | +36.2% | +319.6% | -283.4% | -16.0% |
| 5Y | +3.0% | +195.7% | -192.7% | -37.7% |
| All | +184.7% | +53.7% | +131.1% | +76.4% |
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