-15.2%
FXI vs FROG
+72.4%
-87.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -1.4% |
| 7D | -1.9% | +26.8% | -28.8% | -1.8% |
| 30D | -0.6% | +10.6% | -11.2% | -0.5% |
| 3M | -4.9% | +27.2% | -32.1% | -4.7% |
| 6M | -8.8% | +58.7% | -67.5% | -8.5% |
| YTD | -10.7% | +75.3% | -86.1% | -10.9% |
| 1Y | -15.2% | +71.1% | -86.3% | -15.1% |
| All | -15.2% | +72.4% | -87.6% | -15.1% |
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