+55.9%
FROG vs BURL
+14.9%
+41.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.6% | +36.9% | +35.6% |
| 7D | +7.0% | +4.1% | +2.9% | +6.0% |
| 30D | +2.9% | -9.5% | +12.3% | +4.8% |
| 3M | +21.6% | -33.5% | +55.1% | +31.4% |
| 6M | +87.7% | -22.1% | +109.8% | +94.0% |
| YTD | +61.7% | -14.6% | +76.2% | +62.4% |
| 1Y | +113.7% | -8.4% | +122.0% | +110.2% |
| 3Y | +267.7% | +86.6% | +181.2% | +193.7% |
| 5Y | +158.8% | -17.2% | +176.0% | +123.6% |
| All | +55.9% | +14.9% | +41.0% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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