+217.1%
FROG vs XPO
+159.4%
+57.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -5.5% | +2.7% | -8.2% | -6.0% |
| 30D | -3.1% | -6.2% | +3.1% | -2.0% |
| 3M | +1.2% | -15.4% | +16.6% | +3.9% |
| 6M | +113.7% | +0.7% | +112.9% | +111.4% |
| YTD | +38.9% | +39.8% | -1.0% | +26.3% |
| 1Y | +72.0% | +43.3% | +28.7% | +54.9% |
| 3Y | +217.1% | +166.0% | +51.1% | +141.2% |
| All | +217.1% | +159.4% | +57.7% | +141.2% |
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