+29.0%
XLB vs FROG
+160.8%
-131.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +35.3% | -36.1% | -3.4% |
| 7D | -1.5% | +7.0% | -8.5% | -2.4% |
| 30D | +6.1% | +2.9% | +3.2% | +5.3% |
| 3M | 0.0% | +21.6% | -21.6% | -2.4% |
| 6M | 0.0% | +87.7% | -87.7% | -7.3% |
| YTD | +16.0% | +61.7% | -45.6% | +8.2% |
| 1Y | +24.7% | +113.7% | -88.9% | +11.9% |
| 3Y | +40.4% | +267.7% | -227.4% | +12.8% |
| All | +29.0% | +160.8% | -131.8% | +2.4% |
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