+329.9%
FROG vs BOXX
+18.4%
+311.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.8% | +0.1% | -4.9% | -5.2% |
| 30D | -0.9% | +0.3% | -1.2% | -3.2% |
| 3M | +7.5% | +1.0% | +6.5% | -0.1% |
| 6M | +107.0% | +1.9% | +105.1% | +80.5% |
| YTD | +39.8% | +2.6% | +37.2% | +16.8% |
| 1Y | +74.8% | +4.0% | +70.8% | +31.4% |
| 3Y | +219.3% | +14.6% | +204.7% | +96.0% |
| All | +329.9% | +18.4% | +311.5% | +369.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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