+33.9%
FROG vs BEN
+127.0%
-93.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -5.5% | +4.7% | -10.2% | -7.3% |
| 30D | -3.1% | +2.6% | -5.7% | -4.1% |
| 3M | +1.2% | +11.5% | -10.3% | -3.0% |
| 6M | +113.7% | +35.3% | +78.3% | +88.8% |
| YTD | +38.9% | +48.6% | -9.8% | +17.8% |
| 1Y | +72.0% | +46.7% | +25.3% | +46.1% |
| 3Y | +217.1% | +57.0% | +160.1% | +154.8% |
| 5Y | +130.6% | +41.8% | +88.8% | +85.9% |
| All | +33.9% | +127.0% | -93.1% | +3.2% |
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