+142.4%
FROG vs BG
+88.4%
+54.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.5% |
| 7D | -2.2% | +3.7% | -5.9% | -2.4% |
| 30D | +3.0% | +12.3% | -9.4% | +2.0% |
| 3M | +10.3% | -2.2% | +12.5% | +10.6% |
| 6M | +116.7% | +5.3% | +111.4% | +115.7% |
| YTD | +41.9% | +42.4% | -0.5% | +38.4% |
| 1Y | +78.5% | +55.2% | +23.3% | +72.4% |
| 3Y | +224.1% | +21.0% | +203.2% | +215.6% |
| 5Y | +142.4% | +87.1% | +55.3% | +102.4% |
| All | +142.4% | +88.4% | +54.0% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling