-10.6%
BITO vs FROG
+150.4%
-161.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.6% |
| 7D | -5.8% | -2.2% | -3.6% | -5.4% |
| 30D | +21.1% | +3.0% | +18.2% | +20.0% |
| 3M | +23.5% | +10.3% | +13.2% | +19.9% |
| 6M | +8.3% | +116.7% | -108.4% | -10.7% |
| YTD | -13.9% | +41.9% | -55.8% | -23.1% |
| 1Y | -34.5% | +78.5% | -113.0% | -45.2% |
| 3Y | +147.0% | +224.1% | -77.1% | +61.6% |
| All | -10.6% | +150.4% | -161.0% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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