+19.8%
XBI vs FROG
+136.2%
-116.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -4.6% | -2.2% | -2.4% | -4.2% |
| 30D | -0.8% | +3.0% | -3.8% | -2.0% |
| 3M | +21.8% | +10.3% | +11.5% | +17.9% |
| 6M | +23.2% | +116.7% | -93.5% | +0.1% |
| YTD | +28.7% | +41.9% | -13.2% | +13.7% |
| 1Y | +67.8% | +78.5% | -10.7% | +37.2% |
| 3Y | +100.6% | +224.1% | -123.5% | +21.7% |
| 5Y | +19.8% | +142.4% | -122.6% | -26.1% |
| All | +19.8% | +136.2% | -116.4% | -26.1% |
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 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