+85.4%
FROG vs XHB
+5.8%
+79.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.4% | -7.9% | -1.9% |
| 7D | -14.1% | +9.7% | -23.8% | -13.4% |
| 30D | -11.8% | +11.7% | -23.4% | -11.2% |
| 3M | +0.1% | -1.4% | +1.5% | +0.8% |
| 6M | +64.2% | +6.8% | +57.4% | +65.9% |
| YTD | +38.2% | +5.5% | +32.7% | +35.2% |
| 1Y | +85.4% | +5.1% | +80.3% | +81.5% |
| All | +85.4% | +5.8% | +79.6% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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