+40.4%
XLB vs FROG
+274.0%
-233.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +35.3% | -36.1% | -2.2% |
| 7D | -1.5% | +7.0% | -8.5% | -1.9% |
| 30D | +6.1% | +2.9% | +3.2% | +5.7% |
| 3M | 0.0% | +21.6% | -21.6% | -1.3% |
| 6M | 0.0% | +87.7% | -87.7% | -4.7% |
| YTD | +16.0% | +61.7% | -45.6% | +11.2% |
| 1Y | +24.7% | +113.7% | -88.9% | +16.0% |
| 3Y | +40.4% | +267.7% | -227.4% | +16.3% |
| All | +40.4% | +274.0% | -233.6% | +16.3% |
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