+85.4%
FROG vs BBWI
+2.4%
+83.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -2.6% |
| 7D | -14.1% | +8.8% | -22.8% | -14.5% |
| 30D | -11.8% | +34.8% | -46.6% | -13.5% |
| 3M | +0.1% | +12.9% | -12.8% | -0.7% |
| 6M | +64.2% | +29.6% | +34.6% | +61.4% |
| YTD | +38.2% | +20.8% | +17.5% | +36.6% |
| 1Y | +85.4% | +4.1% | +81.3% | +85.8% |
| All | +85.4% | +2.4% | +83.0% | +85.8% |
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