+66.7%
XLP vs FROG
+53.7%
+13.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | +0.4% |
| 7D | -0.5% | +26.8% | -27.4% | -0.6% |
| 30D | +8.3% | +10.6% | -2.3% | +8.4% |
| 3M | +8.7% | +27.2% | -18.5% | +8.5% |
| 6M | +11.2% | +58.7% | -47.5% | +10.6% |
| YTD | +20.0% | +75.3% | -55.3% | +19.1% |
| 1Y | +21.3% | +71.1% | -49.7% | +20.5% |
| 3Y | +43.8% | +319.6% | -275.7% | +38.0% |
| 5Y | +43.3% | +195.7% | -152.3% | +36.9% |
| All | +66.7% | +53.7% | +13.0% | +62.0% |
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 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