+133.0%
FROG vs BTG
+75.0%
+57.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -4.8% | +2.4% | -7.2% | -5.2% |
| 30D | -0.9% | +9.5% | -10.4% | -2.6% |
| 3M | +7.5% | +38.5% | -31.0% | +1.1% |
| 6M | +107.0% | +5.6% | +101.4% | +102.2% |
| YTD | +39.8% | +23.9% | +15.9% | +31.4% |
| 1Y | +74.8% | +32.1% | +42.7% | +60.8% |
| 3Y | +219.3% | +103.2% | +116.1% | +158.9% |
| 5Y | +133.0% | +79.7% | +53.3% | +90.3% |
| All | +133.0% | +75.0% | +57.9% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling