+318.3%
FROG vs BLDR
-47.3%
+365.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.5% | +1.6% | +6.7% |
| 7D | +27.1% | -2.7% | +29.8% | +27.4% |
| 30D | +5.8% | +24.8% | -19.0% | +2.8% |
| 3M | +20.8% | -11.7% | +32.5% | +22.6% |
| 6M | +53.3% | -14.8% | +68.1% | +55.5% |
| YTD | +73.2% | -35.9% | +109.1% | +82.3% |
| 1Y | +80.3% | -39.7% | +120.0% | +91.8% |
| 3Y | +318.3% | -45.6% | +363.9% | +313.7% |
| All | +318.3% | -47.3% | +365.6% | +313.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling