+8.6%
XLF vs FROG
+76.4%
-67.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.4% |
| 7D | -2.9% | -2.2% | -0.7% | -2.8% |
| 30D | -1.6% | +3.0% | -4.6% | -1.7% |
| 3M | +9.3% | +10.3% | -1.1% | +8.9% |
| 6M | +14.6% | +116.7% | -102.1% | +11.6% |
| YTD | +4.7% | +41.9% | -37.2% | +2.9% |
| 1Y | +8.6% | +78.5% | -69.9% | +5.3% |
| All | +8.6% | +76.4% | -67.7% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling