+73.0%
XLV vs FROG
+22.5%
+50.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -3.7% | -4.8% | +1.1% | -3.5% |
| 30D | -1.1% | -0.9% | -0.2% | -1.2% |
| 3M | +8.2% | +7.5% | +0.8% | +7.7% |
| 6M | +8.9% | +107.0% | -98.1% | +4.7% |
| YTD | +8.5% | +39.8% | -31.3% | +6.0% |
| 1Y | +22.3% | +74.8% | -52.5% | +17.7% |
| 3Y | +32.6% | +219.3% | -186.6% | +21.0% |
| 5Y | +34.4% | +133.0% | -98.6% | +21.0% |
| All | +73.0% | +22.5% | +50.5% | +58.9% |
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