-5.8%
XLC vs FROG
+83.7%
-89.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.5% |
| 7D | +1.8% | -14.1% | +15.8% | +2.0% |
| 30D | -6.0% | -11.8% | +5.8% | -5.8% |
| 3M | -6.0% | +0.1% | -6.1% | -6.1% |
| 6M | -9.1% | +64.2% | -73.3% | -9.5% |
| YTD | -10.0% | +38.2% | -48.3% | -10.6% |
| 1Y | -5.8% | +85.4% | -91.2% | -6.8% |
| All | -5.8% | +83.7% | -89.5% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling