+67.0%
FROG vs BAH
+15.4%
+51.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.5% | +6.8% |
| 7D | +27.1% | -1.5% | +28.6% | +27.1% |
| 30D | +5.8% | +17.3% | -11.4% | +1.4% |
| 3M | +20.8% | +14.9% | +6.0% | +16.3% |
| 6M | +53.3% | +14.2% | +39.1% | +47.2% |
| YTD | +73.2% | +5.1% | +68.1% | +68.6% |
| 1Y | +80.3% | +2.1% | +78.2% | +76.3% |
| 3Y | +318.3% | -26.0% | +344.3% | +310.5% |
| 5Y | +179.9% | +9.0% | +170.9% | +137.0% |
| All | +67.0% | +15.4% | +51.6% | +53.1% |
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