+69.0%
FROG vs BUD
+59.9%
+9.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.0% | +6.2% |
| 7D | +26.8% | +0.5% | +26.3% | +26.5% |
| 30D | +10.6% | +7.4% | +3.2% | +8.4% |
| 3M | +27.2% | +4.3% | +22.9% | +25.4% |
| 6M | +58.7% | +5.3% | +53.4% | +55.2% |
| YTD | +75.3% | +33.2% | +42.1% | +59.4% |
| 1Y | +71.1% | +31.8% | +39.3% | +55.9% |
| 3Y | +319.6% | +47.8% | +271.8% | +263.1% |
| 5Y | +195.7% | +50.2% | +145.5% | +148.8% |
| All | +69.0% | +59.9% | +9.1% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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