+34.8%
FROG vs XHB
+93.8%
-59.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.5% |
| 7D | -4.8% | -1.9% | -2.9% | -3.9% |
| 30D | -0.9% | -8.3% | +7.4% | +3.6% |
| 3M | +7.5% | -7.1% | +14.6% | +10.9% |
| 6M | +107.0% | -5.3% | +112.3% | +109.2% |
| YTD | +39.8% | -3.2% | +43.0% | +37.4% |
| 1Y | +74.8% | -13.9% | +88.7% | +84.4% |
| 3Y | +219.3% | +24.9% | +194.4% | +148.0% |
| 5Y | +133.0% | +34.5% | +98.5% | +64.2% |
| All | +34.8% | +93.8% | -59.0% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling