+68.3%
XLP vs FROG
+59.4%
+8.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.4% |
| 7D | +2.5% | +12.5% | -10.0% | +2.5% |
| 30D | +7.3% | +23.5% | -16.2% | +7.3% |
| 3M | +8.1% | +19.4% | -11.3% | +8.0% |
| 6M | +10.5% | +77.0% | -66.5% | +9.8% |
| YTD | +21.2% | +81.9% | -60.7% | +20.2% |
| 1Y | +22.7% | +90.7% | -68.0% | +21.6% |
| 3Y | +44.8% | +328.5% | -283.7% | +38.9% |
| 5Y | +44.7% | +207.0% | -162.3% | +38.2% |
| All | +68.3% | +59.4% | +8.9% | +63.6% |
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