-11.0%
FXI vs FROG
+55.2%
-66.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -4.2% | +48.2% | -52.4% | -8.4% |
| 30D | -2.0% | +11.4% | -13.4% | -3.9% |
| 3M | -5.0% | +28.5% | -33.5% | -8.5% |
| 6M | -9.6% | +63.7% | -73.4% | -16.0% |
| YTD | -11.9% | +77.1% | -89.0% | -20.1% |
| 1Y | -16.7% | +79.3% | -96.0% | -24.6% |
| 3Y | +40.6% | +323.8% | -283.1% | +5.4% |
| 5Y | -9.1% | +198.9% | -208.0% | -32.0% |
| All | -11.0% | +55.2% | -66.2% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 10y: compounded portfolio wealth divided by compounded FROG 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…
10y analysis · Full analysis span regression · 6 months rolling