+24.3%
XLP vs FROG
+83.7%
-59.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +3.2% |
| 7D | +5.9% | -14.1% | +19.9% | +5.2% |
| 30D | +13.5% | -11.8% | +25.2% | +13.0% |
| 3M | +8.4% | +0.1% | +8.3% | +8.5% |
| 6M | +11.5% | +64.2% | -52.7% | +13.0% |
| YTD | +20.6% | +38.2% | -17.6% | +22.8% |
| 1Y | +24.3% | +85.4% | -61.1% | +25.4% |
| All | +24.3% | +83.7% | -59.4% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling