+150.5%
BTI vs FROG
+22.9%
+127.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -1.1% |
| 7D | -1.4% | -11.3% | +9.9% | -1.4% |
| 30D | -6.6% | +3.6% | -10.3% | -6.6% |
| 3M | -3.0% | +1.7% | -4.7% | -3.0% |
| 6M | -6.7% | +123.5% | -130.2% | -7.2% |
| YTD | +0.6% | +40.2% | -39.7% | +0.4% |
| 1Y | +5.6% | +81.0% | -75.4% | +4.9% |
| 3Y | +110.3% | +194.8% | -84.4% | +104.9% |
| 5Y | +114.3% | +131.8% | -17.5% | +109.1% |
| All | +150.5% | +22.9% | +127.6% | +155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling