+19.6%
BTDR vs FROG
+99.8%
-80.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.0% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | +32.6% | +1.3% | +31.3% | +32.1% |
| 3M | -32.2% | +11.1% | -43.3% | -33.4% |
| 6M | +52.4% | +108.3% | -56.0% | +34.3% |
| YTD | +6.7% | +39.6% | -32.9% | -1.1% |
| 1Y | -15.2% | +74.7% | -90.0% | -25.0% |
| 3Y | +14.9% | +224.1% | -209.2% | -7.6% |
| 5Y | +20.8% | +138.4% | -117.6% | -2.4% |
| All | +19.6% | +99.8% | -80.2% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling