+74.8%
FROG vs XME
+42.3%
+32.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.3% |
| 3M | +7.5% | +2.7% | +4.7% | +6.1% |
| 6M | +107.0% | +6.5% | +100.5% | +100.6% |
| YTD | +39.8% | +15.2% | +24.6% | +28.7% |
| 1Y | +74.8% | +43.5% | +31.3% | +42.5% |
| All | +74.8% | +42.3% | +32.6% | +42.5% |
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