+44.4%
XLU vs FROG
+136.2%
-91.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.0% |
| 7D | -1.2% | -2.2% | +1.0% | -1.1% |
| 30D | -2.5% | +3.0% | -5.5% | -2.7% |
| 3M | -2.7% | +10.3% | -13.1% | -3.1% |
| 6M | -7.5% | +116.7% | -124.1% | -10.1% |
| YTD | +0.9% | +41.9% | -41.0% | -0.6% |
| 1Y | +3.3% | +78.5% | -75.2% | +0.4% |
| 3Y | +47.3% | +224.1% | -176.8% | +36.4% |
| 5Y | +44.4% | +142.4% | -98.0% | +30.7% |
| All | +44.4% | +136.2% | -91.8% | +30.7% |
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