+68.2%
FROG vs BIYA
-98.9%
+167.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.4% | +5.8% | +7.1% |
| 7D | +27.1% | -7.8% | +34.9% | +26.9% |
| 30D | +5.8% | -38.5% | +44.3% | +5.0% |
| 3M | +20.8% | -59.5% | +80.4% | +19.6% |
| 6M | +53.3% | -89.2% | +142.5% | +50.1% |
| YTD | +73.2% | -97.1% | +170.3% | +66.2% |
| All | +68.2% | -98.9% | +167.1% | +69.0% |
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