+208.6%
FROG vs BB
+59.1%
+149.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.3% | -5.6% | -5.6% | -9.8% |
| 30D | +3.6% | -11.8% | +15.4% | +7.4% |
| 3M | +1.7% | -25.5% | +27.2% | +8.6% |
| 6M | +123.5% | +121.3% | +2.3% | +81.2% |
| YTD | +40.2% | +103.2% | -62.9% | +16.1% |
| 1Y | +81.0% | +102.6% | -21.6% | +48.7% |
| All | +208.6% | +59.1% | +149.5% | +135.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling