-8.1%
FXI vs FROG
+22.5%
-30.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -2.8% | -4.8% | +2.0% | -2.3% |
| 30D | -5.3% | -0.9% | -4.4% | -5.5% |
| 3M | +0.3% | +7.5% | -7.1% | -1.2% |
| 6M | -4.6% | +107.0% | -111.6% | -14.0% |
| YTD | -9.1% | +39.8% | -48.9% | -14.7% |
| 1Y | -12.0% | +74.8% | -86.8% | -20.5% |
| 3Y | +38.6% | +219.3% | -180.6% | +8.1% |
| 5Y | -6.6% | +133.0% | -139.6% | -27.8% |
| All | -8.1% | +22.5% | -30.7% | -26.2% |
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