+55.9%
FROG vs BUD
+59.7%
-3.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.5% | +36.8% | +35.6% |
| 7D | +7.0% | +4.5% | +2.5% | +5.7% |
| 30D | +2.9% | +12.5% | -9.6% | -0.3% |
| 3M | +21.6% | 0.0% | +21.6% | +21.0% |
| 6M | +87.7% | +3.8% | +83.9% | +84.2% |
| YTD | +61.7% | +33.1% | +28.6% | +47.1% |
| 1Y | +113.7% | +35.5% | +78.2% | +93.2% |
| 3Y | +267.7% | +49.4% | +218.3% | +217.0% |
| 5Y | +158.8% | +48.0% | +110.7% | +118.5% |
| All | +55.9% | +59.7% | -3.8% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling