+125.3%
FROG vs BURL
-11.0%
+136.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -4.0% |
| 7D | -11.3% | -2.8% | -8.5% | -10.7% |
| 30D | +3.6% | -28.2% | +31.8% | +12.3% |
| 3M | +1.7% | -17.6% | +19.3% | +5.5% |
| 6M | +123.5% | -11.8% | +135.3% | +125.9% |
| YTD | +40.2% | -8.1% | +48.4% | +39.2% |
| 1Y | +81.0% | -12.0% | +92.9% | +80.5% |
| 3Y | +194.8% | +63.3% | +131.5% | +130.6% |
| All | +125.3% | -11.0% | +136.2% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling