+29.0%
XEL vs FROG
+133.6%
-104.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +0.9% | -4.8% | +5.7% | +0.9% |
| 30D | -0.9% | -0.9% | +0.1% | -0.9% |
| 3M | -1.4% | +7.5% | -8.9% | -1.4% |
| 6M | -5.8% | +107.0% | -112.8% | -6.1% |
| YTD | +4.7% | +39.8% | -35.1% | +4.7% |
| 1Y | +9.1% | +74.8% | -65.8% | +8.6% |
| 3Y | +47.8% | +219.3% | -171.4% | +44.2% |
| 5Y | +29.0% | +133.0% | -104.0% | +23.6% |
| All | +29.0% | +133.6% | -104.6% | +23.6% |
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