+70.8%
XLI vs FROG
+170.5%
-99.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.2% |
| 7D | -1.5% | +17.0% | -18.5% | -3.1% |
| 30D | -0.3% | +1.3% | -1.6% | -0.9% |
| 3M | -8.4% | +17.5% | -25.8% | -10.3% |
| 6M | -2.1% | +46.8% | -48.9% | -6.4% |
| YTD | +9.6% | +65.8% | -56.1% | +2.5% |
| 1Y | +10.7% | +61.0% | -50.3% | +3.7% |
| 3Y | +71.6% | +296.7% | -225.2% | +38.9% |
| 5Y | +70.8% | +177.8% | -107.1% | +38.3% |
| All | +70.8% | +170.5% | -99.7% | +38.3% |
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