+69.0%
FROG vs BAH
+15.6%
+53.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.4% | +5.9% |
| 7D | +26.8% | -1.6% | +28.4% | +26.8% |
| 30D | +10.6% | +18.0% | -7.4% | +5.8% |
| 3M | +27.2% | +11.4% | +15.8% | +23.3% |
| 6M | +58.7% | +17.7% | +41.0% | +51.3% |
| YTD | +75.3% | +5.4% | +70.0% | +70.6% |
| 1Y | +71.1% | +2.8% | +68.3% | +67.0% |
| 3Y | +319.6% | -26.7% | +346.2% | +312.8% |
| 5Y | +195.7% | +8.1% | +187.6% | +151.0% |
| All | +69.0% | +15.6% | +53.4% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling