+328.5%
FROG vs BUD
+49.6%
+278.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.8% |
| 7D | +12.5% | +1.0% | +11.5% | +12.6% |
| 30D | +23.5% | +6.7% | +16.9% | +23.7% |
| 3M | +19.4% | +5.7% | +13.7% | +19.6% |
| 6M | +77.0% | +5.8% | +71.2% | +76.9% |
| YTD | +81.9% | +34.4% | +47.5% | +74.9% |
| 1Y | +90.7% | +33.3% | +57.4% | +83.6% |
| 3Y | +328.5% | +48.8% | +279.7% | +293.6% |
| All | +328.5% | +49.6% | +278.9% | +293.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling