+159.9%
XLF vs FROG
+55.2%
+104.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +1.2% | +48.2% | -47.0% | -1.7% |
| 30D | +6.2% | +11.4% | -5.2% | +4.9% |
| 3M | +0.9% | +28.5% | -27.7% | -1.6% |
| 6M | +13.6% | +63.7% | -50.1% | +8.5% |
| YTD | +7.6% | +77.1% | -69.5% | +1.0% |
| 1Y | +10.2% | +79.3% | -69.2% | +3.2% |
| 3Y | +79.8% | +323.8% | -243.9% | +52.5% |
| 5Y | +58.0% | +198.9% | -140.9% | +30.7% |
| All | +159.9% | +55.2% | +104.7% | +114.3% |
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 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