+70.7%
FROG vs BURL
+17.3%
+53.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | +48.2% | +0.4% | +47.8% | +48.0% |
| 30D | +11.4% | -4.3% | +15.7% | +12.3% |
| 3M | +28.5% | -28.8% | +57.3% | +37.0% |
| 6M | +63.7% | -12.8% | +76.5% | +65.3% |
| YTD | +77.1% | -12.8% | +89.9% | +77.3% |
| 1Y | +79.3% | -12.3% | +91.6% | +78.3% |
| 3Y | +323.8% | +92.7% | +231.1% | +236.2% |
| 5Y | +198.9% | -6.5% | +205.5% | +157.5% |
| All | +70.7% | +17.3% | +53.4% | +59.5% |
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