+38.9%
XEL vs FROG
+59.4%
-20.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | +0.1% |
| 7D | +2.4% | +12.5% | -10.1% | +2.5% |
| 30D | +8.3% | +23.5% | -15.2% | +8.5% |
| 3M | +4.2% | +19.4% | -15.2% | +4.4% |
| 6M | +3.7% | +77.0% | -73.3% | +3.8% |
| YTD | +13.1% | +81.9% | -68.8% | +13.3% |
| 1Y | +5.0% | +90.7% | -85.7% | +5.1% |
| 3Y | +55.0% | +328.5% | -273.6% | +52.4% |
| 5Y | +51.8% | +207.0% | -155.2% | +48.4% |
| All | +38.9% | +59.4% | -20.5% | +37.7% |
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