+27.5%
XEL vs FROG
+22.3%
+5.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | -3.9% | +1.3% | -5.3% | -3.9% |
| 3M | -2.8% | +11.1% | -13.9% | -2.8% |
| 6M | -5.4% | +108.3% | -113.7% | -5.7% |
| YTD | +3.8% | +39.6% | -35.8% | +3.7% |
| 1Y | +6.8% | +74.7% | -67.9% | +6.4% |
| 3Y | +45.6% | +224.1% | -178.5% | +42.8% |
| 5Y | +30.7% | +138.4% | -107.7% | +27.5% |
| All | +27.5% | +22.3% | +5.1% | +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 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