+184.5%
BTI vs FROG
+59.4%
+125.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.4% |
| 7D | +1.6% | +12.5% | -10.9% | +1.8% |
| 30D | +9.2% | +23.5% | -14.3% | +9.7% |
| 3M | +9.6% | +19.4% | -9.8% | +10.1% |
| 6M | -2.4% | +77.0% | -79.4% | -2.1% |
| YTD | +14.2% | +81.9% | -67.6% | +14.6% |
| 1Y | +20.3% | +90.7% | -70.4% | +20.6% |
| 3Y | +147.4% | +328.5% | -181.1% | +141.7% |
| 5Y | +155.4% | +207.0% | -51.6% | +150.4% |
| All | +184.5% | +59.4% | +125.1% | +191.6% |
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