-12.0%
BX vs FROG
+71.1%
-83.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.9% |
| 7D | -2.8% | +26.8% | -29.7% | -4.9% |
| 30D | +7.3% | +10.6% | -3.3% | +6.2% |
| 3M | -16.3% | +27.2% | -43.5% | -18.5% |
| 6M | +2.5% | +58.7% | -56.2% | -2.9% |
| YTD | -17.6% | +75.3% | -92.9% | -24.9% |
| All | -12.0% | +71.1% | -83.1% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling