+152.8%
BTI vs FROG
+192.7%
-39.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | +0.5% |
| 7D | -3.0% | +26.8% | -29.9% | -2.2% |
| 30D | +9.8% | +10.6% | -0.8% | +10.5% |
| 3M | +9.2% | +27.2% | -18.0% | +10.1% |
| 6M | +4.0% | +58.7% | -54.6% | +5.2% |
| YTD | +12.7% | +75.3% | -62.6% | +14.2% |
| 1Y | +15.9% | +71.1% | -55.1% | +17.5% |
| 3Y | +148.9% | +319.6% | -170.6% | +148.6% |
| 5Y | +152.8% | +195.7% | -42.9% | +146.4% |
| All | +152.8% | +192.7% | -39.9% | +146.4% |
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 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