-4.1%
XLC vs FROG
+72.8%
-76.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | +3.1% | +48.2% | -45.1% | +2.4% |
| 30D | -4.2% | +11.4% | -15.6% | -4.5% |
| 3M | -2.1% | +28.5% | -30.7% | -2.7% |
| 6M | -6.6% | +63.7% | -70.3% | -7.2% |
| YTD | -7.8% | +77.1% | -84.9% | -8.5% |
| 1Y | -4.1% | +79.3% | -83.4% | -5.3% |
| All | -4.1% | +72.8% | -76.9% | -5.3% |
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 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