+141.1%
XLI vs FROG
+22.9%
+118.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.6% |
| 7D | -1.1% | -11.3% | +10.2% | -0.2% |
| 30D | -5.9% | +3.6% | -9.6% | -6.3% |
| 3M | -0.3% | +1.7% | -1.9% | -0.7% |
| 6M | +0.1% | +123.5% | -123.4% | -6.8% |
| YTD | +13.6% | +40.2% | -26.7% | +9.2% |
| 1Y | +17.2% | +81.0% | -63.8% | +9.6% |
| 3Y | +68.2% | +194.8% | -126.5% | +46.9% |
| 5Y | +80.7% | +131.8% | -51.1% | +54.0% |
| All | +141.1% | +22.9% | +118.2% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling