+112.1%
BTI vs FROG
+202.6%
-90.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -1.4% | -5.5% | +4.1% | -1.5% |
| 30D | -7.0% | -3.1% | -3.9% | -7.1% |
| 3M | -6.3% | +1.2% | -7.6% | -6.1% |
| 6M | -2.0% | +113.7% | -115.6% | -0.7% |
| YTD | +0.2% | +38.9% | -38.7% | +1.2% |
| 1Y | +3.8% | +72.0% | -68.2% | +4.9% |
| 3Y | +112.1% | +217.1% | -105.0% | +103.0% |
| All | +112.1% | +202.6% | -90.5% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling