+55.9%
FROG vs BBWI
+3.0%
+52.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -3.3% | +38.6% | +36.0% |
| 7D | +7.0% | -6.2% | +13.2% | +8.2% |
| 30D | +2.9% | +19.9% | -17.0% | -1.3% |
| 3M | +21.6% | +7.1% | +14.5% | +18.7% |
| 6M | +87.7% | +13.7% | +74.0% | +79.5% |
| YTD | +61.7% | +9.6% | +52.1% | +53.8% |
| 1Y | +113.7% | -1.6% | +115.3% | +105.9% |
| 3Y | +267.7% | -25.9% | +293.6% | +263.2% |
| 5Y | +158.8% | -67.8% | +226.6% | +191.8% |
| All | +55.9% | +3.0% | +52.8% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling