-9.8%
FXI vs FROG
+53.7%
-63.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -2.0% |
| 7D | -1.9% | +26.8% | -28.8% | -4.8% |
| 30D | -0.6% | +10.6% | -11.2% | -2.4% |
| 3M | -4.9% | +27.2% | -32.1% | -8.4% |
| 6M | -8.8% | +58.7% | -67.5% | -14.9% |
| YTD | -10.7% | +75.3% | -86.1% | -18.9% |
| 1Y | -15.2% | +71.1% | -86.3% | -22.9% |
| 3Y | +42.5% | +319.6% | -277.1% | +6.9% |
| 5Y | -7.8% | +195.7% | -203.5% | -31.0% |
| All | -9.8% | +53.7% | -63.5% | -29.9% |
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