+35.2%
FROG vs XME
+398.6%
-363.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -11.3% | -0.1% | -11.2% | -11.2% |
| 30D | +3.6% | +6.0% | -2.3% | +1.7% |
| 3M | +1.7% | -7.7% | +9.4% | +4.2% |
| 6M | +123.5% | +1.0% | +122.6% | +120.9% |
| YTD | +40.2% | +14.6% | +25.6% | +31.5% |
| 1Y | +81.0% | +46.0% | +35.0% | +55.1% |
| 3Y | +194.8% | +127.0% | +67.7% | +114.4% |
| 5Y | +131.8% | +175.8% | -44.0% | +64.8% |
| All | +35.2% | +398.6% | -363.4% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling