+162.0%
FROG vs FBTC
+62.0%
+99.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | -4.8% | +1.1% | -5.9% | -5.1% |
| 30D | -0.9% | +22.3% | -23.2% | -4.9% |
| 3M | +7.5% | +26.0% | -18.5% | +2.6% |
| 6M | +107.0% | +13.2% | +93.9% | +101.1% |
| YTD | +39.8% | -10.7% | +50.5% | +41.1% |
| 1Y | +74.8% | -30.0% | +104.8% | +84.2% |
| All | +162.0% | +62.0% | +99.9% | +142.5% |
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