+225.5%
FROG vs BIYA
-99.9%
+325.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | +48.2% | +10.0% | +38.2% | +48.3% |
| 30D | +11.4% | -17.7% | +29.1% | +11.2% |
| 3M | +28.5% | -55.0% | +83.6% | +28.0% |
| 6M | +63.7% | -85.1% | +148.9% | +62.7% |
| YTD | +77.1% | -96.9% | +173.9% | +76.3% |
| 1Y | +79.3% | -98.5% | +177.8% | +81.0% |
| All | +225.5% | -99.9% | +325.4% | +238.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling