+36.8%
FROG vs BTG
-4.8%
+41.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.0% |
| 7D | -2.2% | -5.5% | +3.3% | -1.3% |
| 30D | +3.0% | +6.1% | -3.1% | +1.9% |
| 3M | +10.3% | +38.6% | -28.3% | +4.3% |
| 6M | +116.7% | +0.7% | +116.0% | +113.6% |
| YTD | +41.9% | +20.3% | +21.6% | +34.8% |
| 1Y | +78.5% | +25.0% | +53.5% | +67.0% |
| 3Y | +224.1% | +97.3% | +126.8% | +171.4% |
| 5Y | +142.4% | +78.3% | +64.1% | +105.2% |
| All | +36.8% | -4.8% | +41.6% | +21.8% |
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