+35.2%
FROG vs BUD
+52.8%
-17.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -11.3% | +0.3% | -11.6% | -11.4% |
| 30D | +3.6% | -5.7% | +9.3% | +5.0% |
| 3M | +1.7% | +3.1% | -1.4% | +0.4% |
| 6M | +123.5% | +7.9% | +115.7% | +117.1% |
| YTD | +40.2% | +27.3% | +12.9% | +29.5% |
| 1Y | +81.0% | +37.8% | +43.2% | +62.9% |
| 3Y | +194.8% | +49.8% | +144.9% | +153.8% |
| 5Y | +131.8% | +43.8% | +88.0% | +97.7% |
| All | +35.2% | +52.8% | -17.6% | +14.7% |
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