+85.4%
FROG vs BRO
-3.6%
+89.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.5% | -6.9% | -1.9% |
| 7D | -14.1% | +12.4% | -26.5% | -13.0% |
| 30D | -11.8% | +21.6% | -33.4% | -10.8% |
| 3M | +0.1% | +4.3% | -4.2% | +0.8% |
| 6M | +64.2% | +29.2% | +35.0% | +62.0% |
| YTD | +38.2% | -6.4% | +44.6% | +46.1% |
| 1Y | +85.4% | -5.3% | +90.7% | +93.6% |
| All | +85.4% | -3.6% | +89.0% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling