-4.6%
FXI vs FROG
+22.9%
-27.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.9% |
| 7D | +1.0% | -11.3% | +12.3% | +2.3% |
| 30D | -0.6% | +3.6% | -4.2% | -1.3% |
| 3M | +1.9% | +1.7% | +0.2% | +1.0% |
| 6M | -0.2% | +123.5% | -123.7% | -10.8% |
| YTD | -5.6% | +40.2% | -45.8% | -11.4% |
| 1Y | -4.7% | +81.0% | -85.7% | -14.4% |
| 3Y | +38.0% | +194.8% | -156.7% | +9.2% |
| 5Y | -2.7% | +131.8% | -134.5% | -24.8% |
| All | -4.6% | +22.9% | -27.5% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling