+34.6%
FROG vs BRO
+52.1%
-17.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | -0.5% | -7.3% | +6.8% | +1.5% |
| 30D | +1.3% | -6.9% | +8.2% | +3.0% |
| 3M | +11.1% | +10.7% | +0.4% | +6.6% |
| 6M | +108.3% | -2.7% | +111.0% | +107.4% |
| YTD | +39.6% | -16.3% | +55.9% | +45.7% |
| 1Y | +74.7% | -29.1% | +103.8% | +92.7% |
| 3Y | +224.1% | -7.8% | +231.9% | +214.3% |
| 5Y | +138.4% | +18.7% | +119.7% | +106.7% |
| All | +34.6% | +52.1% | -17.6% | +3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling