+70.7%
FROG vs BWA
+49.9%
+20.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +48.2% | +7.3% | +40.9% | +46.0% |
| 30D | +11.4% | -15.8% | +27.2% | +16.0% |
| 3M | +28.5% | -25.7% | +54.3% | +37.2% |
| 6M | +63.7% | -19.6% | +83.3% | +70.5% |
| YTD | +77.1% | +14.1% | +63.0% | +68.4% |
| 1Y | +79.3% | +12.2% | +67.2% | +71.2% |
| 3Y | +323.8% | +63.8% | +259.9% | +260.7% |
| 5Y | +198.9% | +28.7% | +170.2% | +148.7% |
| All | +70.7% | +49.9% | +20.8% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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