-1.7%
XLC vs FROG
+73.6%
-75.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +0.6% | -5.5% | +6.1% | +0.6% |
| 30D | +0.2% | -3.1% | +3.4% | +0.2% |
| 3M | +0.6% | +1.2% | -0.6% | +0.6% |
| 6M | -4.5% | +113.7% | -118.2% | -5.8% |
| YTD | -4.7% | +38.9% | -43.6% | -5.4% |
| 1Y | -1.7% | +72.0% | -73.6% | -2.6% |
| All | -1.7% | +73.6% | -75.2% | -2.6% |
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 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