+75.3%
FROG vs BTG
-12.8%
+88.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.9% |
| 7D | +12.5% | -9.1% | +21.6% | +14.2% |
| 30D | +23.5% | -1.6% | +25.1% | +23.6% |
| 3M | +19.4% | -2.8% | +22.2% | +19.4% |
| 6M | +77.0% | -7.6% | +84.6% | +76.9% |
| YTD | +81.9% | +10.2% | +71.6% | +74.4% |
| 1Y | +90.7% | +21.3% | +69.4% | +79.8% |
| 3Y | +328.5% | +82.7% | +245.8% | +262.3% |
| 5Y | +207.0% | +30.8% | +176.2% | +168.5% |
| All | +75.3% | -12.8% | +88.1% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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