+318.3%
FROG vs XME
+101.1%
+217.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.5% | +1.6% | +4.4% |
| 7D | +27.1% | +0.9% | +26.2% | +27.0% |
| 30D | +5.8% | -7.3% | +13.1% | +9.8% |
| 3M | +20.8% | -14.8% | +35.6% | +29.6% |
| 6M | +53.3% | -18.4% | +71.7% | +66.3% |
| YTD | +73.2% | -4.7% | +77.9% | +70.7% |
| 1Y | +80.3% | +5.7% | +74.6% | +67.9% |
| 3Y | +318.3% | +104.0% | +214.4% | +164.0% |
| All | +318.3% | +101.1% | +217.3% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling