+81.0%
FROG vs BBWI
-34.3%
+115.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.2% | -3.6% |
| 7D | -11.3% | +1.5% | -12.8% | -11.4% |
| 30D | +3.6% | -5.2% | +8.8% | +4.0% |
| 3M | +1.7% | +11.1% | -9.4% | +0.7% |
| 6M | +123.5% | -13.4% | +136.9% | +125.8% |
| YTD | +40.2% | +0.1% | +40.2% | +39.3% |
| 1Y | +81.0% | -36.1% | +117.1% | +94.2% |
| All | +81.0% | -34.3% | +115.3% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling