+33.9%
FROG vs BAH
-4.0%
+37.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.8% |
| 7D | -5.5% | -4.3% | -1.2% | -4.5% |
| 30D | -3.1% | -4.5% | +1.3% | -2.1% |
| 3M | +1.2% | -7.6% | +8.8% | +2.6% |
| 6M | +113.7% | -10.6% | +124.3% | +118.0% |
| YTD | +38.9% | -12.6% | +51.4% | +41.9% |
| 1Y | +72.0% | -27.0% | +99.0% | +80.5% |
| 3Y | +217.1% | -31.5% | +248.6% | +216.4% |
| 5Y | +130.6% | -3.8% | +134.4% | +101.1% |
| All | +33.9% | -4.0% | +37.9% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BAH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling