+149.1%
XLK vs FROG
+132.7%
+16.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +2.3% | -4.8% | +7.1% | +3.3% |
| 30D | +0.8% | -0.9% | +1.8% | +0.7% |
| 3M | +4.1% | +7.5% | -3.4% | +1.8% |
| 6M | +34.8% | +107.0% | -72.3% | +14.6% |
| YTD | +30.8% | +39.8% | -9.0% | +18.5% |
| 1Y | +42.4% | +74.8% | -32.5% | +21.6% |
| 3Y | +121.8% | +219.3% | -97.5% | +53.9% |
| All | +149.1% | +132.7% | +16.4% | +72.7% |
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