+73.7%
XLU vs FROG
+21.7%
+52.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +2.1% | -5.5% | +7.6% | +2.2% |
| 30D | -0.4% | -3.1% | +2.7% | -0.4% |
| 3M | +0.5% | +1.2% | -0.8% | +0.3% |
| 6M | -5.8% | +113.7% | -119.5% | -8.1% |
| YTD | +3.1% | +38.9% | -35.7% | +1.8% |
| 1Y | +8.1% | +72.0% | -63.9% | +5.6% |
| 3Y | +50.5% | +217.1% | -166.6% | +41.7% |
| 5Y | +44.7% | +130.6% | -85.9% | +35.0% |
| All | +73.7% | +21.7% | +52.0% | +65.3% |
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