+67.0%
FROG vs BBWI
+5.0%
+62.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.9% | +5.3% | +6.8% |
| 7D | +27.1% | -6.2% | +33.3% | +28.6% |
| 30D | +5.8% | +25.5% | -19.7% | +0.6% |
| 3M | +20.8% | +8.0% | +12.9% | +17.8% |
| 6M | +53.3% | +12.7% | +40.7% | +46.9% |
| YTD | +73.2% | +11.6% | +61.6% | +64.2% |
| 1Y | +80.3% | -0.9% | +81.2% | +73.5% |
| 3Y | +318.3% | -22.7% | +341.0% | +309.4% |
| 5Y | +179.9% | -67.2% | +247.1% | +214.5% |
| All | +67.0% | +5.0% | +62.0% | +46.0% |
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