+365.2%
XLE vs FROG
+45.3%
+319.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.6% |
| 7D | -6.7% | +17.0% | -23.7% | -7.4% |
| 30D | -4.4% | +1.3% | -5.7% | -4.7% |
| 3M | +4.0% | +17.5% | -13.5% | +3.0% |
| 6M | +13.2% | +46.8% | -33.6% | +10.8% |
| YTD | +41.9% | +65.8% | -23.9% | +37.6% |
| 1Y | +41.6% | +61.0% | -19.4% | +37.4% |
| 3Y | +64.0% | +296.7% | -232.8% | +50.1% |
| 5Y | +158.1% | +177.8% | -19.7% | +132.3% |
| All | +365.2% | +45.3% | +319.9% | +312.8% |
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