+42.0%
XLP vs FROG
+160.8%
-118.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +35.3% | -36.6% | -1.2% |
| 7D | +0.7% | +7.0% | -6.2% | +0.8% |
| 30D | +10.3% | +2.9% | +7.4% | +10.4% |
| 3M | +6.5% | +21.6% | -15.1% | +6.5% |
| 6M | +8.4% | +87.7% | -79.3% | +7.6% |
| YTD | +18.2% | +61.7% | -43.5% | +17.6% |
| 1Y | +22.4% | +113.7% | -91.2% | +20.8% |
| 3Y | +41.9% | +267.7% | -225.8% | +36.0% |
| All | +42.0% | +160.8% | -118.8% | +32.8% |
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