+130.6%
FROG vs BLDR
+16.0%
+114.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | +0.3% |
| 7D | -5.5% | -0.3% | -5.2% | -5.5% |
| 30D | -3.1% | -16.2% | +13.1% | +1.3% |
| 3M | +1.2% | -14.4% | +15.7% | +4.1% |
| 6M | +113.7% | -32.8% | +146.5% | +133.3% |
| YTD | +38.9% | -39.2% | +78.0% | +54.3% |
| 1Y | +72.0% | -57.7% | +129.7% | +114.3% |
| 3Y | +217.1% | -55.3% | +272.4% | +255.1% |
| 5Y | +130.6% | +15.6% | +115.0% | +41.5% |
| All | +130.6% | +16.0% | +114.6% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling