+242.7%
XLK vs FROG
+22.3%
+220.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | -0.6% | +1.3% | -2.0% | -1.1% |
| 3M | +2.6% | +11.1% | -8.5% | -0.1% |
| 6M | +34.0% | +108.3% | -74.4% | +15.4% |
| YTD | +30.7% | +39.6% | -8.9% | +19.4% |
| 1Y | +39.2% | +74.7% | -35.5% | +20.7% |
| 3Y | +120.4% | +224.1% | -103.7% | +60.6% |
| 5Y | +148.8% | +138.4% | +10.4% | +79.6% |
| All | +242.7% | +22.3% | +220.4% | +159.4% |
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