+149.9%
XLE vs FROG
+160.8%
-10.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +35.3% | -35.3% | -1.7% |
| 7D | -12.0% | +7.0% | -19.0% | -12.5% |
| 30D | -2.7% | +2.9% | -5.6% | -3.2% |
| 3M | +6.6% | +21.6% | -15.0% | +5.0% |
| 6M | +9.5% | +87.7% | -78.1% | +4.7% |
| YTD | +40.6% | +61.7% | -21.1% | +34.9% |
| 1Y | +43.6% | +113.7% | -70.1% | +34.4% |
| 3Y | +58.1% | +267.7% | -209.7% | +38.8% |
| All | +149.9% | +160.8% | -10.9% | +125.4% |
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