+61.0%
FROG vs XME
+1.1%
+59.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.4% |
| 7D | +17.0% | -0.2% | +17.2% | +17.2% |
| 30D | +1.3% | -9.2% | +10.5% | +4.4% |
| 3M | +17.5% | -17.8% | +35.2% | +24.4% |
| 6M | +46.8% | -20.0% | +66.8% | +55.5% |
| YTD | +65.8% | -6.6% | +72.4% | +64.8% |
| 1Y | +61.0% | +1.8% | +59.2% | +53.3% |
| All | +61.0% | +1.1% | +59.8% | +53.3% |
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