+54.0%
XEL vs FROG
+319.6%
-265.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.5% | +1.4% |
| 7D | +0.7% | +26.8% | -26.1% | +1.5% |
| 30D | +9.3% | +10.6% | -1.3% | +9.9% |
| 3M | +5.3% | +27.2% | -21.9% | +6.2% |
| 6M | +2.2% | +58.7% | -56.5% | +3.5% |
| YTD | +12.3% | +75.3% | -63.0% | +14.4% |
| 1Y | +3.0% | +71.1% | -68.1% | +4.9% |
| All | +54.0% | +319.6% | -265.6% | +50.7% |
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 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