+70.7%
FROG vs BB
+88.4%
-17.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.8% |
| 7D | +48.2% | +9.0% | +39.3% | +45.3% |
| 30D | +11.4% | +7.7% | +3.7% | +9.8% |
| 3M | +28.5% | +4.0% | +24.6% | +27.5% |
| 6M | +63.7% | +46.6% | +17.1% | +46.9% |
| YTD | +77.1% | +140.6% | -63.6% | +40.2% |
| 1Y | +79.3% | +103.1% | -23.8% | +47.3% |
| 3Y | +323.8% | +150.5% | +173.2% | +211.6% |
| 5Y | +198.9% | -15.4% | +214.3% | +162.4% |
| All | +70.7% | +88.4% | -17.7% | +51.2% |
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