+24.3%
BX vs FROG
+125.4%
-101.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -2.0% | -5.5% | +3.5% | -0.6% |
| 30D | -2.3% | -3.1% | +0.8% | -2.0% |
| 3M | +18.5% | +1.2% | +17.3% | +16.6% |
| 6M | +23.7% | +113.7% | -89.9% | -2.1% |
| YTD | -10.4% | +38.9% | -49.2% | -21.7% |
| 1Y | -19.6% | +72.0% | -91.5% | -35.1% |
| 3Y | +30.8% | +217.1% | -186.3% | -22.8% |
| 5Y | +24.3% | +130.6% | -106.3% | -22.7% |
| All | +24.3% | +125.4% | -101.0% | -22.7% |
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