+81.0%
FROG vs XPO
+53.4%
+27.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.5% | -7.8% | -3.5% |
| 7D | -11.3% | +2.4% | -13.7% | -11.3% |
| 30D | +3.6% | -3.5% | +7.2% | +3.8% |
| 3M | +1.7% | -11.9% | +13.6% | +1.6% |
| 6M | +123.5% | -10.0% | +133.5% | +120.2% |
| YTD | +40.2% | +42.1% | -1.8% | +33.6% |
| 1Y | +81.0% | +47.6% | +33.4% | +74.7% |
| All | +81.0% | +53.4% | +27.6% | +74.7% |
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