+50.0%
XEL vs FROG
+192.7%
-142.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.5% | +1.3% |
| 7D | +0.7% | +26.8% | -26.1% | +1.0% |
| 30D | +9.3% | +10.6% | -1.3% | +9.6% |
| 3M | +5.3% | +27.2% | -21.9% | +5.6% |
| 6M | +2.2% | +58.7% | -56.5% | +2.5% |
| YTD | +12.3% | +75.3% | -63.0% | +12.8% |
| 1Y | +3.0% | +71.1% | -68.1% | +3.5% |
| 3Y | +51.6% | +319.6% | -268.0% | +48.9% |
| 5Y | +50.0% | +195.7% | -145.7% | +44.6% |
| All | +50.0% | +192.7% | -142.7% | +44.6% |
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