+41.9%
XLP vs FROG
+274.0%
-232.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +35.3% | -36.6% | -0.5% |
| 7D | +0.7% | +7.0% | -6.2% | +1.1% |
| 30D | +10.3% | +2.9% | +7.4% | +10.6% |
| 3M | +6.5% | +21.6% | -15.1% | +7.1% |
| 6M | +8.4% | +87.7% | -79.3% | +9.2% |
| YTD | +18.2% | +61.7% | -43.5% | +19.4% |
| 1Y | +22.4% | +113.7% | -91.2% | +23.2% |
| 3Y | +41.9% | +267.7% | -225.8% | +38.9% |
| All | +41.9% | +274.0% | -232.1% | +38.9% |
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