+59.8%
FROG vs BLDR
+90.4%
-30.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.6% | +0.3% | -3.3% |
| 7D | +17.0% | -1.1% | +18.1% | +17.0% |
| 30D | +1.3% | +19.1% | -17.8% | -3.9% |
| 3M | +17.5% | -12.6% | +30.0% | +19.8% |
| 6M | +46.8% | -18.7% | +65.5% | +50.6% |
| YTD | +65.8% | -38.8% | +104.6% | +80.6% |
| 1Y | +61.0% | -41.2% | +102.2% | +76.9% |
| 3Y | +296.7% | -49.4% | +346.1% | +322.6% |
| 5Y | +177.8% | -6.0% | +183.8% | +121.6% |
| All | +59.8% | +90.4% | -30.6% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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