+61.0%
FROG vs BLDR
-42.7%
+103.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.6% | +0.3% | -4.7% |
| 7D | +17.0% | -1.1% | +18.1% | +17.2% |
| 30D | +1.3% | +19.1% | -17.8% | +2.2% |
| 3M | +17.5% | -12.6% | +30.0% | +18.1% |
| 6M | +46.8% | -18.7% | +65.5% | +47.6% |
| YTD | +65.8% | -38.8% | +104.6% | +66.5% |
| 1Y | +61.0% | -41.2% | +102.2% | +62.3% |
| All | +61.0% | -42.7% | +103.7% | +62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling