-6.2%
FXI vs FROG
+125.4%
-131.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -1.0% | -5.5% | +4.5% | -0.4% |
| 30D | -3.2% | -3.1% | -0.1% | -3.2% |
| 3M | +1.7% | +1.2% | +0.4% | +0.8% |
| 6M | -1.6% | +113.7% | -115.2% | -11.8% |
| YTD | -7.9% | +38.9% | -46.8% | -13.5% |
| 1Y | -9.6% | +72.0% | -81.6% | -18.4% |
| 3Y | +40.5% | +217.1% | -176.7% | +6.7% |
| 5Y | -6.2% | +130.6% | -136.8% | -28.9% |
| All | -6.2% | +125.4% | -131.6% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling