+85.4%
FROG vs XME
+5.2%
+80.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -14.1% | -5.5% | -8.6% | -12.3% |
| 30D | -11.8% | -11.1% | -0.7% | -8.0% |
| 3M | +0.1% | -11.1% | +11.3% | +4.5% |
| 6M | +64.2% | -18.0% | +82.2% | +74.4% |
| YTD | +38.2% | -7.4% | +45.6% | +31.2% |
| 1Y | +85.4% | +6.7% | +78.7% | +48.6% |
| All | +85.4% | +5.2% | +80.2% | +48.6% |
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