+32.9%
XLV vs FROG
+83.7%
-50.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.0% |
| 7D | +5.5% | -14.1% | +19.6% | +5.3% |
| 30D | +13.3% | -11.8% | +25.1% | +13.2% |
| 3M | +17.4% | +0.1% | +17.3% | +17.4% |
| 6M | +32.1% | +64.2% | -32.1% | +32.1% |
| YTD | +24.0% | +38.2% | -14.2% | +24.4% |
| 1Y | +32.9% | +85.4% | -52.5% | +33.0% |
| All | +32.9% | +83.7% | -50.8% | +33.0% |
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 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