+36.8%
XBI vs FROG
+22.3%
+14.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -4.6% | -0.5% | -4.2% | -4.6% |
| 30D | -2.0% | +1.3% | -3.3% | -2.8% |
| 3M | +17.8% | +11.1% | +6.7% | +14.0% |
| 6M | +23.7% | +108.3% | -84.6% | +2.2% |
| YTD | +28.2% | +39.6% | -11.3% | +14.0% |
| 1Y | +64.0% | +74.7% | -10.8% | +35.9% |
| 3Y | +99.4% | +224.1% | -124.7% | +27.4% |
| 5Y | +19.3% | +138.4% | -119.1% | -23.6% |
| All | +36.8% | +22.3% | +14.5% | -4.8% |
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