+89.1%
XLC vs FROG
+51.8%
+37.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.7% | +1.6% |
| 7D | +7.1% | +27.1% | -20.0% | +3.4% |
| 30D | -2.7% | +5.8% | -8.6% | -4.2% |
| 3M | -3.2% | +20.8% | -24.0% | -6.6% |
| 6M | -7.7% | +53.3% | -61.0% | -14.2% |
| YTD | -8.0% | +73.2% | -81.2% | -17.3% |
| 1Y | -3.1% | +80.3% | -83.4% | -13.6% |
| 3Y | +64.9% | +318.3% | -253.4% | +21.0% |
| 5Y | +39.5% | +179.9% | -140.4% | +1.9% |
| All | +89.1% | +51.8% | +37.3% | +42.1% |
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