+130.6%
FROG vs XHB
+37.2%
+93.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.3% |
| 7D | -5.5% | +0.2% | -5.7% | -5.6% |
| 30D | -3.1% | -9.1% | +6.0% | +1.9% |
| 3M | +1.2% | -2.3% | +3.6% | +1.5% |
| 6M | +113.7% | -4.1% | +117.8% | +114.6% |
| YTD | +38.9% | -1.7% | +40.6% | +35.1% |
| 1Y | +72.0% | -15.1% | +87.1% | +83.8% |
| 3Y | +217.1% | +26.8% | +190.3% | +136.6% |
| 5Y | +130.6% | +37.3% | +93.3% | +53.4% |
| All | +130.6% | +37.2% | +93.4% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling