+87.7%
FROG vs BBWI
+16.7%
+71.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -3.3% | +38.6% | +35.3% |
| 7D | +7.0% | -6.2% | +13.2% | +7.3% |
| 30D | +2.9% | +19.9% | -17.0% | +2.1% |
| 3M | +21.6% | +7.1% | +14.5% | +21.6% |
| 6M | +87.7% | +13.7% | +74.0% | +92.4% |
| All | +87.7% | +16.7% | +71.0% | +92.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling