+33.9%
FROG vs BB
+62.6%
-28.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.6% |
| 7D | -5.5% | +0.5% | -6.0% | -5.7% |
| 30D | -3.1% | -12.4% | +9.2% | +0.3% |
| 3M | +1.2% | -15.3% | +16.5% | +4.6% |
| 6M | +113.7% | +128.8% | -15.1% | +71.3% |
| YTD | +38.9% | +107.7% | -68.8% | +14.1% |
| 1Y | +72.0% | +103.9% | -31.9% | +40.7% |
| 3Y | +217.1% | +72.6% | +144.5% | +153.8% |
| 5Y | +130.6% | -24.3% | +154.9% | +108.7% |
| All | +33.9% | +62.6% | -28.7% | +23.0% |
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