+35.2%
FROG vs BBWI
-5.9%
+41.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.2% | -3.9% |
| 7D | -11.3% | +1.5% | -12.8% | -11.6% |
| 30D | +3.6% | -5.2% | +8.8% | +4.5% |
| 3M | +1.7% | +11.1% | -9.4% | -1.1% |
| 6M | +123.5% | -13.4% | +136.9% | +126.8% |
| YTD | +40.2% | +0.1% | +40.2% | +37.0% |
| 1Y | +81.0% | -36.1% | +117.1% | +93.6% |
| 3Y | +194.8% | -44.1% | +238.8% | +212.3% |
| 5Y | +131.8% | -66.2% | +198.0% | +164.3% |
| All | +35.2% | -5.9% | +41.1% | +21.8% |
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