+53.2%
XLP vs FROG
+22.9%
+30.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.8% |
| 7D | -1.0% | -11.3% | +10.3% | -0.9% |
| 30D | -0.9% | +3.6% | -4.5% | -0.9% |
| 3M | +3.8% | +1.7% | +2.1% | +3.7% |
| 6M | -1.7% | +123.5% | -125.3% | -3.2% |
| YTD | +10.3% | +40.2% | -30.0% | +9.5% |
| 1Y | +7.8% | +81.0% | -73.2% | +6.3% |
| 3Y | +27.2% | +194.8% | -167.6% | +22.5% |
| 5Y | +32.5% | +131.8% | -99.3% | +26.6% |
| All | +53.2% | +22.9% | +30.2% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling