+61.0%
FROG vs FBTC
-30.8%
+91.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.9% |
| 7D | +17.0% | -5.4% | +22.4% | +19.1% |
| 30D | +1.3% | -10.5% | +11.8% | +4.7% |
| 3M | +17.5% | +15.1% | +2.4% | +14.4% |
| 6M | +46.8% | -8.3% | +55.0% | +49.5% |
| YTD | +65.8% | -16.0% | +81.8% | +68.9% |
| 1Y | +61.0% | -30.7% | +91.7% | +74.8% |
| All | +61.0% | -30.8% | +91.8% | +74.8% |
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