+36.8%
FROG vs BRO
+52.4%
-15.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -2.2% | -8.6% | +6.4% | +0.2% |
| 30D | +3.0% | -6.9% | +9.9% | +4.7% |
| 3M | +10.3% | +10.5% | -0.2% | +6.0% |
| 6M | +116.7% | -2.8% | +119.5% | +115.8% |
| YTD | +41.9% | -16.1% | +58.1% | +48.1% |
| 1Y | +78.5% | -27.6% | +106.1% | +95.4% |
| 3Y | +224.1% | -7.3% | +231.4% | +213.6% |
| 5Y | +142.4% | +19.0% | +123.4% | +110.0% |
| All | +36.8% | +52.4% | -15.6% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling