+68.7%
XLC vs FROG
+219.3%
-150.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -1.4% | -4.8% | +3.4% | -1.1% |
| 30D | -0.9% | -0.9% | 0.0% | -1.0% |
| 3M | -0.3% | +7.5% | -7.8% | -1.2% |
| 6M | -5.2% | +107.0% | -112.2% | -11.4% |
| YTD | -5.3% | +39.8% | -45.1% | -8.9% |
| 1Y | -2.8% | +74.8% | -77.6% | -9.2% |
| All | +68.7% | +219.3% | -150.6% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling