+167.4%
FROG vs BAH
+8.3%
+159.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -4.4% | +39.8% | +36.1% |
| 7D | +7.0% | -3.5% | +10.5% | +7.4% |
| 30D | +2.9% | +24.3% | -21.4% | -2.7% |
| 3M | +21.6% | +16.3% | +5.3% | +16.8% |
| 6M | +87.7% | +13.6% | +74.1% | +80.5% |
| YTD | +61.7% | +3.5% | +58.2% | +57.9% |
| 1Y | +113.7% | +2.7% | +111.0% | +108.9% |
| 3Y | +267.7% | -26.6% | +294.3% | +257.1% |
| All | +167.4% | +8.3% | +159.1% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling