+36.8%
FROG vs BR
+37.0%
-0.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -2.2% | -6.0% | +3.8% | +1.0% |
| 30D | +3.0% | -0.9% | +3.8% | +3.4% |
| 3M | +10.3% | +16.4% | -6.1% | +0.9% |
| 6M | +116.7% | -8.2% | +124.9% | +125.2% |
| YTD | +41.9% | -23.2% | +65.1% | +62.9% |
| 1Y | +78.5% | -30.9% | +109.4% | +118.0% |
| 3Y | +224.1% | -5.0% | +229.1% | +219.4% |
| 5Y | +142.4% | +8.8% | +133.6% | +106.5% |
| All | +36.8% | +37.0% | -0.1% | -11.4% |
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