+217.1%
FROG vs BG
+20.0%
+197.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.2% |
| 7D | -5.5% | +2.4% | -7.9% | -5.6% |
| 30D | -3.1% | +15.0% | -18.1% | -4.0% |
| 3M | +1.2% | -0.7% | +1.9% | +1.5% |
| 6M | +113.7% | +7.5% | +106.2% | +113.0% |
| YTD | +38.9% | +41.6% | -2.7% | +36.9% |
| 1Y | +72.0% | +50.7% | +21.3% | +68.4% |
| 3Y | +217.1% | +20.3% | +196.8% | +202.9% |
| All | +217.1% | +20.0% | +197.1% | +202.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling