+85.4%
FROG vs FBTC
-23.0%
+108.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.3% | -3.3% |
| 7D | -14.1% | -1.8% | -12.3% | -13.6% |
| 30D | -11.8% | -6.6% | -5.1% | -10.0% |
| 3M | +0.1% | +24.5% | -24.4% | -5.8% |
| 6M | +64.2% | -0.2% | +64.4% | +63.4% |
| YTD | +38.2% | -8.7% | +46.9% | +41.1% |
| 1Y | +85.4% | -20.7% | +106.1% | +107.8% |
| All | +85.4% | -23.0% | +108.4% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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