+80.2%
XLB vs FROG
+51.8%
+28.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +1.5% |
| 7D | -1.4% | +27.1% | -28.5% | -3.2% |
| 30D | +7.1% | +5.8% | +1.3% | +6.3% |
| 3M | +0.6% | +20.8% | -20.2% | -1.3% |
| 6M | +3.5% | +53.3% | -49.9% | -0.7% |
| YTD | +18.2% | +73.2% | -55.0% | +11.2% |
| 1Y | +25.6% | +80.3% | -54.7% | +17.6% |
| 3Y | +46.7% | +318.3% | -271.7% | +23.8% |
| 5Y | +30.9% | +179.9% | -149.0% | +8.3% |
| All | +80.2% | +51.8% | +28.4% | +49.5% |
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