+26.9%
XLV vs FROG
+83.7%
-56.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.1% |
| 7D | +0.2% | -11.3% | +11.5% | +0.1% |
| 30D | +4.4% | +3.6% | +0.8% | +4.4% |
| 3M | +13.2% | +1.7% | +11.6% | +13.2% |
| 6M | +10.1% | +123.5% | -113.4% | +9.9% |
| YTD | +11.7% | +40.2% | -28.5% | +12.1% |
| 1Y | +26.9% | +81.0% | -54.1% | +27.3% |
| All | +26.9% | +83.7% | -56.8% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling