+66.3%
XLP vs FROG
+4.7%
+61.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.6% | +12.8% | -0.7% |
| 7D | +3.5% | -24.5% | +28.0% | +3.6% |
| 30D | +11.6% | -24.3% | +35.8% | +11.7% |
| 3M | +7.6% | -11.7% | +19.4% | +7.6% |
| 6M | +10.0% | +37.1% | -27.1% | +9.1% |
| YTD | +19.7% | +19.5% | +0.3% | +18.9% |
| 1Y | +23.5% | +61.8% | -38.3% | +21.6% |
| 3Y | +44.0% | +178.1% | -134.2% | +38.3% |
| 5Y | +42.7% | +91.2% | -48.5% | +36.6% |
| All | +66.3% | +4.7% | +61.6% | +61.8% |
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 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