+61.0%
FROG vs XHB
-1.4%
+62.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.6% | -4.5% |
| 7D | +17.0% | +1.2% | +15.9% | +17.5% |
| 30D | +1.3% | +8.9% | -7.6% | +2.2% |
| 3M | +17.5% | -4.2% | +21.6% | +17.9% |
| 6M | +46.8% | +1.4% | +45.4% | +48.3% |
| YTD | +65.8% | +1.2% | +64.6% | +63.2% |
| 1Y | +61.0% | -1.3% | +62.3% | +59.5% |
| All | +61.0% | -1.4% | +62.4% | +59.5% |
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