+22.4%
XLP vs FROG
+118.5%
-96.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +35.3% | -36.6% | +0.3% |
| 7D | +0.7% | +7.0% | -6.2% | +1.3% |
| 30D | +10.3% | +2.9% | +7.4% | +10.8% |
| 3M | +6.5% | +21.6% | -15.1% | +7.8% |
| 6M | +8.4% | +87.7% | -79.3% | +10.7% |
| YTD | +18.2% | +61.7% | -43.5% | +21.5% |
| 1Y | +22.4% | +113.7% | -91.2% | +24.7% |
| All | +22.4% | +118.5% | -96.1% | +24.7% |
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 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