+35.2%
FROG vs BG
+200.4%
-165.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.3% |
| 7D | -11.3% | +2.8% | -14.1% | -11.4% |
| 30D | +3.6% | +12.0% | -8.4% | +3.0% |
| 3M | +1.7% | -7.7% | +9.4% | +2.1% |
| 6M | +123.5% | +4.5% | +119.0% | +123.0% |
| YTD | +40.2% | +35.7% | +4.6% | +38.6% |
| 1Y | +81.0% | +50.1% | +30.9% | +77.7% |
| 3Y | +194.8% | +12.6% | +182.1% | +190.1% |
| 5Y | +131.8% | +75.4% | +56.4% | +128.2% |
| All | +35.2% | +200.4% | -165.2% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling