+133.0%
FROG vs XPO
+262.4%
-129.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.7% | +1.5% |
| 7D | -4.8% | -0.9% | -3.9% | -4.7% |
| 30D | -0.9% | -8.1% | +7.2% | +1.2% |
| 3M | +7.5% | -19.0% | +26.5% | +12.9% |
| 6M | +107.0% | -5.2% | +112.2% | +107.4% |
| YTD | +39.8% | +35.6% | +4.2% | +24.4% |
| 1Y | +74.8% | +41.1% | +33.7% | +52.6% |
| 3Y | +219.3% | +157.9% | +61.4% | +113.9% |
| 5Y | +133.0% | +265.6% | -132.7% | +20.5% |
| All | +133.0% | +262.4% | -129.4% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling