+78.5%
FROG vs BTG
+27.7%
+50.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +110.3% |
| YTD | +41.9% | +20.3% | +21.6% | +33.4% |
| 1Y | +78.5% | +25.0% | +53.5% | +50.1% |
| All | +78.5% | +27.7% | +50.8% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling