-9.1%
BITO vs FROG
+145.0%
-154.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +1.5% | -5.5% | +7.0% | +2.7% |
| 30D | +20.0% | -3.1% | +23.1% | +20.4% |
| 3M | +22.8% | +1.2% | +21.5% | +21.3% |
| 6M | +13.1% | +113.7% | -100.6% | -6.6% |
| YTD | -12.5% | +38.9% | -51.3% | -21.5% |
| 1Y | -32.6% | +72.0% | -104.5% | -43.1% |
| 3Y | +151.0% | +217.1% | -66.1% | +65.0% |
| All | -9.1% | +145.0% | -154.1% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling