+35.2%
FROG vs BTG
-0.7%
+35.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | -11.3% | -0.9% | -10.4% | -11.2% |
| 30D | +3.6% | +36.8% | -33.2% | -1.6% |
| 3M | +1.7% | +23.1% | -21.4% | -2.2% |
| 6M | +123.5% | +3.5% | +120.1% | +119.2% |
| YTD | +40.2% | +25.5% | +14.8% | +32.3% |
| 1Y | +81.0% | +40.1% | +40.9% | +66.4% |
| 3Y | +194.8% | +101.1% | +93.6% | +146.3% |
| 5Y | +131.8% | +70.6% | +61.2% | +96.2% |
| All | +35.2% | -0.7% | +35.9% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling