+79.3%
FROG vs BBWI
+1.2%
+78.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.1% |
| 7D | +48.2% | -4.5% | +52.7% | +48.4% |
| 30D | +11.4% | +17.1% | -5.7% | +10.1% |
| 3M | +28.5% | +17.5% | +11.1% | +26.7% |
| 6M | +63.7% | +12.8% | +50.9% | +62.0% |
| YTD | +77.1% | +8.2% | +68.9% | +75.6% |
| 1Y | +79.3% | -1.8% | +81.1% | +78.5% |
| All | +79.3% | +1.2% | +78.1% | +78.5% |
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