+78.5%
FROG vs BBWI
-35.0%
+113.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | -2.2% | -8.0% | +5.8% | -1.2% |
| 30D | +3.0% | -6.6% | +9.6% | +3.6% |
| 3M | +10.3% | -2.7% | +13.0% | +10.8% |
| 6M | +116.7% | -12.8% | +129.5% | +119.2% |
| YTD | +41.9% | -10.5% | +52.4% | +42.5% |
| 1Y | +78.5% | -35.3% | +113.9% | +105.9% |
| All | +78.5% | -35.0% | +113.5% | +105.9% |
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