+75.3%
FROG vs BB
+83.9%
-8.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.4% |
| 7D | +12.5% | +1.8% | +10.7% | +12.0% |
| 30D | +23.5% | +8.1% | +15.4% | +21.5% |
| 3M | +19.4% | -1.0% | +20.4% | +19.9% |
| 6M | +77.0% | +45.9% | +31.1% | +59.0% |
| YTD | +81.9% | +134.8% | -53.0% | +44.9% |
| 1Y | +90.7% | +104.6% | -13.9% | +56.3% |
| 3Y | +328.5% | +152.8% | +175.7% | +214.6% |
| 5Y | +207.0% | -17.4% | +224.5% | +171.2% |
| All | +75.3% | +83.9% | -8.5% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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