+70.7%
FROG vs BEN
+137.3%
-66.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +48.2% | +11.3% | +36.9% | +42.3% |
| 30D | +11.4% | +15.0% | -3.6% | +5.8% |
| 3M | +28.5% | +7.8% | +20.7% | +25.0% |
| 6M | +63.7% | +15.5% | +48.2% | +54.7% |
| YTD | +77.1% | +55.4% | +21.7% | +47.9% |
| 1Y | +79.3% | +63.3% | +16.1% | +46.9% |
| 3Y | +323.8% | +83.4% | +240.3% | +220.3% |
| 5Y | +198.9% | +28.1% | +170.8% | +140.5% |
| All | +70.7% | +137.3% | -66.6% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 10y: compounded portfolio wealth divided by compounded BEN 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…
10y analysis · Full analysis span regression · 6 months rolling