+28.4%
XLY vs FROG
+136.9%
-108.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -4.2% | +1.3% | -5.5% | -4.8% |
| 3M | -2.7% | +11.1% | -13.8% | -5.3% |
| 6M | -0.6% | +108.3% | -109.0% | -15.2% |
| YTD | -5.0% | +39.6% | -44.6% | -13.7% |
| 1Y | -4.1% | +74.7% | -78.8% | -17.9% |
| 3Y | +33.6% | +224.1% | -190.5% | -8.9% |
| All | +28.4% | +136.9% | -108.5% | -13.4% |
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