+59.8%
FROG vs XHB
+102.6%
-42.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.6% | -3.0% |
| 7D | +17.0% | +1.2% | +15.9% | +16.3% |
| 30D | +1.3% | +8.9% | -7.6% | -3.5% |
| 3M | +17.5% | -4.2% | +21.6% | +19.2% |
| 6M | +46.8% | +1.4% | +45.4% | +43.2% |
| YTD | +65.8% | +1.2% | +64.6% | +58.1% |
| 1Y | +61.0% | -1.3% | +62.3% | +55.5% |
| 3Y | +296.7% | +36.6% | +260.2% | +189.4% |
| 5Y | +177.8% | +34.3% | +143.6% | +94.1% |
| All | +59.8% | +102.6% | -42.8% | -21.8% |
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