+296.7%
FROG vs XPO
+132.3%
+164.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +17.0% | -1.5% | +18.6% | +17.5% |
| 30D | +1.3% | +2.6% | -1.3% | +0.9% |
| 3M | +17.5% | -6.1% | +23.6% | +18.8% |
| 6M | +46.8% | -8.0% | +54.7% | +48.4% |
| YTD | +65.8% | +38.5% | +27.3% | +50.4% |
| 1Y | +61.0% | +35.0% | +26.0% | +46.7% |
| 3Y | +296.7% | +126.5% | +170.3% | +191.2% |
| All | +296.7% | +132.3% | +164.4% | +191.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling