+85.4%
FROG vs XPO
+38.8%
+46.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.4% |
| 7D | -14.1% | +3.5% | -17.6% | -14.1% |
| 30D | -11.8% | +2.8% | -14.6% | -11.8% |
| 3M | +0.1% | -7.5% | +7.6% | +0.4% |
| 6M | +64.2% | -5.9% | +70.2% | +64.5% |
| YTD | +38.2% | +38.4% | -0.1% | +26.6% |
| 1Y | +85.4% | +33.7% | +51.7% | +72.4% |
| All | +85.4% | +38.8% | +46.6% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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