+75.3%
FROG vs BG
+157.3%
-81.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.6% |
| 7D | +12.5% | +2.6% | +9.9% | +12.4% |
| 30D | +23.5% | -6.7% | +30.2% | +23.8% |
| 3M | +19.4% | -9.3% | +28.7% | +19.7% |
| 6M | +77.0% | -18.3% | +95.3% | +78.4% |
| YTD | +81.9% | +16.2% | +65.7% | +80.8% |
| 1Y | +90.7% | +7.6% | +83.1% | +90.2% |
| 3Y | +328.5% | +6.6% | +322.0% | +322.5% |
| 5Y | +207.0% | +22.2% | +184.8% | +199.7% |
| All | +75.3% | +157.3% | -81.9% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling