+385.8%
XLE vs FROG
+59.4%
+326.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.9% |
| 7D | +5.4% | +12.5% | -7.1% | +5.0% |
| 30D | -3.9% | +23.5% | -27.5% | -4.9% |
| 3M | +7.0% | +19.4% | -12.4% | +6.0% |
| 6M | +14.2% | +77.0% | -62.8% | +11.0% |
| YTD | +48.2% | +81.9% | -33.7% | +43.2% |
| 1Y | +47.7% | +90.7% | -43.0% | +42.2% |
| 3Y | +70.0% | +328.5% | -258.5% | +55.2% |
| 5Y | +169.1% | +207.0% | -37.9% | +141.4% |
| All | +385.8% | +59.4% | +326.4% | +329.6% |
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