+267.7%
FROG vs BWA
+51.7%
+216.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +2.7% | +32.6% | +34.6% |
| 7D | +7.0% | -5.5% | +12.4% | +8.8% |
| 30D | +2.9% | -21.7% | +24.6% | +9.3% |
| 3M | +21.6% | -25.6% | +47.2% | +30.3% |
| 6M | +87.7% | -17.4% | +105.1% | +93.8% |
| YTD | +61.7% | +9.2% | +52.5% | +52.8% |
| 1Y | +113.7% | +9.7% | +103.9% | +101.5% |
| 3Y | +267.7% | +54.6% | +213.1% | +195.6% |
| All | +267.7% | +51.7% | +216.0% | +195.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling