+75.3%
FROG vs BR
+56.7%
+18.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | +12.5% | +1.1% | +11.4% | +12.0% |
| 30D | +23.5% | +14.4% | +9.2% | +14.3% |
| 3M | +19.4% | +12.4% | +7.0% | +11.3% |
| 6M | +77.0% | +35.4% | +41.6% | +48.7% |
| YTD | +81.9% | -12.2% | +94.0% | +93.0% |
| 1Y | +90.7% | -12.7% | +103.4% | +103.1% |
| 3Y | +328.5% | +14.3% | +314.3% | +278.4% |
| 5Y | +207.0% | +19.3% | +187.7% | +147.3% |
| All | +75.3% | +56.7% | +18.7% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling