+103.5%
XBI vs FROG
+219.3%
-115.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | -3.6% | -4.8% | +1.2% | -3.1% |
| 30D | +0.9% | -0.9% | +1.8% | +0.7% |
| 3M | +21.4% | +7.5% | +14.0% | +19.9% |
| 6M | +25.5% | +107.0% | -81.5% | +14.0% |
| YTD | +30.8% | +39.8% | -9.0% | +23.5% |
| 1Y | +68.6% | +74.8% | -6.2% | +53.6% |
| All | +103.5% | +219.3% | -115.8% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling