+215.5%
FROG vs BR
+18.8%
+196.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.0% |
| 3M | +19.4% | +12.4% | +7.0% | +11.0% |
| 6M | +77.0% | +35.4% | +41.6% | +47.7% |
| YTD | +81.9% | -12.2% | +94.0% | +94.4% |
| 1Y | +90.7% | -12.7% | +103.4% | +104.6% |
| 3Y | +328.5% | +14.3% | +314.3% | +272.7% |
| All | +215.5% | +18.8% | +196.7% | +134.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling