+162.8%
FROG vs FBTC
+65.3%
+97.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.8% |
| 7D | -11.3% | +2.9% | -14.2% | -11.8% |
| 30D | +3.6% | +23.0% | -19.4% | -0.6% |
| 3M | +1.7% | +25.6% | -23.9% | -2.9% |
| 6M | +123.5% | +9.0% | +114.5% | +118.5% |
| YTD | +40.2% | -8.9% | +49.2% | +41.0% |
| 1Y | +81.0% | -27.5% | +108.5% | +89.5% |
| All | +162.8% | +65.3% | +97.5% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling