+78.5%
FROG vs XPO
+38.9%
+39.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.6% |
| 7D | -2.2% | -1.3% | -0.8% | -2.1% |
| 30D | +3.0% | -10.4% | +13.3% | +3.3% |
| 3M | +10.3% | -15.7% | +26.0% | +10.4% |
| 6M | +116.7% | -6.3% | +123.0% | +114.8% |
| YTD | +41.9% | +34.2% | +7.8% | +35.5% |
| 1Y | +78.5% | +39.9% | +38.6% | +72.7% |
| All | +78.5% | +38.9% | +39.6% | +72.7% |
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