+85.4%
FROG vs BIYA
-98.4%
+183.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.8% | -2.5% |
| 7D | -14.1% | -4.0% | -10.0% | -14.1% |
| 30D | -11.8% | -15.0% | +3.2% | -11.6% |
| 3M | +0.1% | -58.1% | +58.2% | -0.9% |
| 6M | +64.2% | -90.0% | +154.2% | +60.8% |
| YTD | +38.2% | -96.9% | +135.2% | +35.2% |
| 1Y | +85.4% | -98.2% | +183.6% | +81.5% |
| All | +85.4% | -98.4% | +183.8% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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