-12.0%
FXI vs FROG
+73.1%
-85.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -2.8% | -4.8% | +2.0% | -2.8% |
| 30D | -5.3% | -0.9% | -4.4% | -5.3% |
| 3M | +0.3% | +7.5% | -7.1% | +0.2% |
| 6M | -4.6% | +107.0% | -111.6% | -5.2% |
| YTD | -9.1% | +39.8% | -48.9% | -9.2% |
| 1Y | -12.0% | +74.8% | -86.8% | -13.5% |
| All | -12.0% | +73.1% | -85.0% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling