+76.0%
XLB vs FROG
+21.7%
+54.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -0.2% | -5.5% | +5.3% | +0.1% |
| 30D | -1.7% | -3.1% | +1.4% | -1.7% |
| 3M | +4.4% | +1.2% | +3.1% | +3.8% |
| 6M | +5.0% | +113.7% | -108.6% | -2.1% |
| YTD | +15.5% | +38.9% | -23.4% | +10.8% |
| 1Y | +14.9% | +72.0% | -57.1% | +7.7% |
| 3Y | +34.5% | +217.1% | -182.6% | +16.2% |
| 5Y | +36.5% | +130.6% | -94.1% | +15.1% |
| All | +76.0% | +21.7% | +54.3% | +49.0% |
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