+214.7%
BX vs FROG
+22.9%
+191.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.4% |
| 7D | -4.4% | -11.3% | +6.9% | -1.9% |
| 30D | +0.1% | +3.6% | -3.6% | -1.1% |
| 3M | +16.0% | +1.7% | +14.3% | +14.4% |
| 6M | +21.6% | +123.5% | -101.9% | -1.2% |
| YTD | -8.9% | +40.2% | -49.1% | -19.0% |
| 1Y | -16.6% | +81.0% | -97.6% | -31.2% |
| 3Y | +43.3% | +194.8% | -151.4% | -2.6% |
| 5Y | +25.7% | +131.8% | -106.1% | -18.8% |
| All | +214.7% | +22.9% | +191.8% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling