+90.7%
FROG vs BLDR
-42.6%
+133.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.8% |
| 7D | +12.5% | -3.0% | +15.5% | +12.2% |
| 30D | +23.5% | +20.1% | +3.4% | +24.5% |
| 3M | +19.4% | -17.5% | +36.9% | +19.5% |
| 6M | +77.0% | -16.1% | +93.1% | +78.1% |
| YTD | +81.9% | -41.0% | +122.9% | +82.4% |
| 1Y | +90.7% | -41.6% | +132.3% | +92.1% |
| All | +90.7% | -42.6% | +133.2% | +92.1% |
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