+164.3%
XLE vs FROG
+199.5%
-35.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.5% |
| 7D | +4.4% | +48.2% | -43.8% | +2.2% |
| 30D | -4.3% | +11.4% | -15.7% | -5.1% |
| 3M | +6.0% | +28.5% | -22.5% | +4.2% |
| 6M | +13.2% | +63.7% | -50.5% | +9.4% |
| YTD | +46.7% | +77.1% | -30.3% | +40.3% |
| 1Y | +46.6% | +79.3% | -32.7% | +39.9% |
| 3Y | +69.6% | +323.8% | -254.2% | +47.8% |
| All | +164.3% | +199.5% | -35.2% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling