+160.2%
FROG vs FBTC
+62.5%
+97.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -5.5% | +1.5% | -7.1% | -5.8% |
| 30D | -3.1% | +20.7% | -23.8% | -6.7% |
| 3M | +1.2% | +23.7% | -22.4% | -3.0% |
| 6M | +113.7% | +15.0% | +98.7% | +106.9% |
| YTD | +38.9% | -10.5% | +49.4% | +40.1% |
| 1Y | +72.0% | -30.3% | +102.2% | +81.3% |
| All | +160.2% | +62.5% | +97.7% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling