+43.7%
XLP vs FROG
+176.4%
-132.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.6% | +12.8% | -1.0% |
| 7D | +3.5% | -24.5% | +28.0% | +2.9% |
| 30D | +11.6% | -24.3% | +35.8% | +11.0% |
| 3M | +7.6% | -11.7% | +19.4% | +7.4% |
| 6M | +10.0% | +37.1% | -27.1% | +10.0% |
| YTD | +19.7% | +19.5% | +0.3% | +20.0% |
| 1Y | +23.5% | +61.8% | -38.3% | +23.2% |
| All | +43.7% | +176.4% | -132.6% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling