+35.2%
FROG vs BLDR
+99.1%
-63.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -4.0% |
| 7D | -11.3% | -2.8% | -8.4% | -10.6% |
| 30D | +3.6% | -13.3% | +16.9% | +7.3% |
| 3M | +1.7% | -12.3% | +13.9% | +3.8% |
| 6M | +123.5% | -31.5% | +155.0% | +141.9% |
| YTD | +40.2% | -36.1% | +76.3% | +53.0% |
| 1Y | +81.0% | -54.1% | +135.1% | +117.2% |
| 3Y | +194.8% | -55.8% | +250.5% | +234.3% |
| 5Y | +131.8% | +20.7% | +111.1% | +77.9% |
| All | +35.2% | +99.1% | -63.9% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling