+1.8%
BX vs FROG
+192.4%
-190.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -1.7% |
| 7D | -2.8% | +26.8% | -29.7% | -9.1% |
| 30D | +7.3% | +10.6% | -3.3% | +3.0% |
| 3M | -16.3% | +27.2% | -43.5% | -22.9% |
| 6M | +2.5% | +58.7% | -56.2% | -12.0% |
| YTD | -17.6% | +75.3% | -92.9% | -33.3% |
| 1Y | -12.4% | +71.1% | -83.5% | -28.8% |
| 3Y | +36.2% | +319.6% | -283.4% | -26.7% |
| All | +1.8% | +192.4% | -190.6% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling