+34.8%
FROG vs XME
+401.0%
-366.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -0.9% | +1.4% | -2.3% | -1.4% |
| 3M | +7.5% | +2.7% | +4.7% | +6.2% |
| 6M | +107.0% | +6.5% | +100.5% | +101.1% |
| YTD | +39.8% | +15.2% | +24.6% | +30.8% |
| 1Y | +74.8% | +43.5% | +31.3% | +50.7% |
| 3Y | +219.3% | +135.9% | +83.4% | +129.8% |
| 5Y | +133.0% | +181.5% | -48.5% | +65.4% |
| All | +34.8% | +401.0% | -366.3% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling