+210.7%
FROG vs FBTC
+52.5%
+158.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.0% |
| 7D | +17.0% | -5.4% | +22.4% | +18.5% |
| 30D | +1.3% | -10.5% | +11.8% | +3.9% |
| 3M | +17.5% | +15.1% | +2.4% | +14.4% |
| 6M | +46.8% | -8.3% | +55.0% | +48.9% |
| YTD | +65.8% | -16.0% | +81.8% | +69.7% |
| 1Y | +61.0% | -30.7% | +91.7% | +70.6% |
| All | +210.7% | +52.5% | +158.1% | +191.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling