+85.4%
FROG vs BG
+7.2%
+78.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.3% |
| 7D | -14.1% | -3.8% | -10.3% | -14.3% |
| 30D | -11.8% | -9.6% | -2.2% | -12.3% |
| 3M | +0.1% | -8.5% | +8.7% | -0.8% |
| 6M | +64.2% | -23.0% | +87.3% | +64.6% |
| YTD | +38.2% | +10.9% | +27.4% | +69.8% |
| 1Y | +85.4% | +6.0% | +79.4% | +125.9% |
| All | +85.4% | +7.2% | +78.2% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling