+33.9%
FROG vs BBWI
-8.8%
+42.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.3% |
| 7D | -5.5% | +1.6% | -7.1% | -5.9% |
| 30D | -3.1% | -6.2% | +3.1% | -2.1% |
| 3M | +1.2% | +4.3% | -3.1% | -0.2% |
| 6M | +113.7% | -7.2% | +120.8% | +113.6% |
| YTD | +38.9% | -3.0% | +41.9% | +36.5% |
| 1Y | +72.0% | -30.8% | +102.7% | +80.7% |
| 3Y | +217.1% | -43.4% | +260.5% | +234.6% |
| 5Y | +130.6% | -66.7% | +197.3% | +164.2% |
| All | +33.9% | -8.8% | +42.7% | +21.4% |
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