+15.2%
FROG vs BURL
+16.8%
-1.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.6% | -13.0% |
| 7D | -24.5% | +3.5% | -28.0% | -25.0% |
| 30D | -24.3% | -9.3% | -15.0% | -22.8% |
| 3M | -11.7% | -32.1% | +20.4% | -4.9% |
| 6M | +37.1% | -19.8% | +57.0% | +41.1% |
| YTD | +19.5% | -13.2% | +32.7% | +19.8% |
| 1Y | +61.8% | -7.8% | +69.6% | +59.2% |
| 3Y | +178.1% | +89.3% | +88.8% | +121.7% |
| 5Y | +91.2% | -15.8% | +107.1% | +64.9% |
| All | +15.2% | +16.8% | -1.6% | +7.8% |
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