+136.4%
XLI vs FROG
+22.5%
+113.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -0.6% | -4.8% | +4.2% | -0.2% |
| 30D | -6.9% | -0.9% | -6.0% | -7.0% |
| 3M | -1.9% | +7.5% | -9.4% | -2.8% |
| 6M | +1.0% | +107.0% | -106.0% | -5.3% |
| YTD | +11.3% | +39.8% | -28.5% | +7.0% |
| 1Y | +15.8% | +74.8% | -59.0% | +8.6% |
| 3Y | +69.8% | +219.3% | -149.5% | +47.3% |
| 5Y | +80.9% | +133.0% | -52.1% | +54.1% |
| All | +136.4% | +22.5% | +113.8% | +104.9% |
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