+44.0%
XLP vs FROG
+207.6%
-163.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.4% |
| 3M | +8.1% | +19.4% | -11.3% | +8.2% |
| 6M | +10.5% | +77.0% | -66.5% | +10.0% |
| YTD | +21.2% | +81.9% | -60.7% | +20.6% |
| 1Y | +22.7% | +90.7% | -68.0% | +21.9% |
| 3Y | +44.8% | +328.5% | -283.7% | +38.6% |
| All | +44.0% | +207.6% | -163.6% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling