+64.2%
FROG vs BURL
-17.9%
+82.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.7% | -10.1% | -0.4% |
| 7D | -14.1% | +10.4% | -24.5% | -11.7% |
| 30D | -11.8% | -4.9% | -6.8% | -12.5% |
| 3M | +0.1% | -29.8% | +29.9% | -7.6% |
| 6M | +64.2% | -16.5% | +80.7% | +56.2% |
| All | +64.2% | -17.9% | +82.1% | +56.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling