+75.3%
FROG vs BBWI
+3.2%
+72.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.4% |
| 7D | +12.5% | +0.1% | +12.4% | +12.5% |
| 30D | +23.5% | +12.9% | +10.7% | +20.2% |
| 3M | +19.4% | +16.0% | +3.4% | +14.6% |
| 6M | +77.0% | +16.6% | +60.4% | +68.2% |
| YTD | +81.9% | +9.7% | +72.1% | +73.0% |
| 1Y | +90.7% | +1.5% | +89.2% | +82.4% |
| 3Y | +328.5% | -21.4% | +349.9% | +317.4% |
| 5Y | +207.0% | -67.6% | +274.6% | +245.9% |
| All | +75.3% | +3.2% | +72.2% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling