+81.0%
FROG vs XME
+46.4%
+34.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -11.3% | -0.1% | -11.2% | -11.2% |
| 30D | +3.6% | +6.0% | -2.3% | +1.9% |
| 3M | +1.7% | -7.7% | +9.4% | +3.5% |
| 6M | +123.5% | +1.0% | +122.6% | +119.7% |
| YTD | +40.2% | +14.6% | +25.6% | +29.0% |
| 1Y | +81.0% | +46.0% | +35.0% | +41.7% |
| All | +81.0% | +46.4% | +34.6% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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