+59.8%
FROG vs BB
+88.8%
-29.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.0% |
| 7D | +17.0% | +11.6% | +5.4% | +14.0% |
| 30D | +1.3% | +2.6% | -1.3% | +1.0% |
| 3M | +17.5% | +3.5% | +14.0% | +16.7% |
| 6M | +46.8% | +43.5% | +3.3% | +32.4% |
| YTD | +65.8% | +141.2% | -75.4% | +31.2% |
| 1Y | +61.0% | +97.4% | -36.4% | +33.1% |
| 3Y | +296.7% | +151.1% | +145.6% | +191.6% |
| 5Y | +177.8% | -12.8% | +190.6% | +142.9% |
| All | +59.8% | +88.8% | -29.0% | +41.5% |
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