+30.8%
BX vs FROG
+202.6%
-171.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -2.0% | -5.5% | +3.5% | -1.1% |
| 30D | -2.3% | -3.1% | +0.8% | -2.0% |
| 3M | +18.5% | +1.2% | +17.3% | +17.4% |
| 6M | +23.7% | +113.7% | -89.9% | +6.7% |
| YTD | -10.4% | +38.9% | -49.2% | -17.6% |
| 1Y | -19.6% | +72.0% | -91.5% | -29.6% |
| 3Y | +30.8% | +217.1% | -186.3% | -8.0% |
| All | +30.8% | +202.6% | -171.8% | -8.0% |
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