+24.7%
BTDR vs FROG
+133.6%
-108.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | +14.8% | -4.8% | +19.6% | +15.7% |
| 30D | +41.8% | -0.9% | +42.7% | +41.9% |
| 3M | -29.2% | +7.5% | -36.6% | -30.1% |
| 6M | +66.2% | +107.0% | -40.8% | +46.2% |
| YTD | +10.0% | +39.8% | -29.8% | +1.8% |
| 1Y | -11.0% | +74.8% | -85.8% | -21.4% |
| 3Y | +6.9% | +219.3% | -212.3% | -14.5% |
| 5Y | +24.7% | +133.0% | -108.3% | -0.2% |
| All | +24.7% | +133.6% | -108.9% | -0.2% |
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