+95.7%
XLC vs FROG
+21.7%
+74.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +0.6% | -5.5% | +6.1% | +1.3% |
| 30D | +0.2% | -3.1% | +3.4% | +0.3% |
| 3M | +0.6% | +1.2% | -0.6% | -0.2% |
| 6M | -4.5% | +113.7% | -118.2% | -15.4% |
| YTD | -4.7% | +38.9% | -43.6% | -11.2% |
| 1Y | -1.7% | +72.0% | -73.6% | -12.1% |
| 3Y | +72.3% | +217.1% | -144.8% | +32.0% |
| 5Y | +37.8% | +130.6% | -92.9% | +4.0% |
| All | +95.7% | +21.7% | +74.0% | +52.6% |
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