+58.8%
XLY vs FROG
+24.4%
+34.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.7% |
| 7D | -3.9% | -2.2% | -1.7% | -3.6% |
| 30D | -6.1% | +3.0% | -9.1% | -6.9% |
| 3M | -1.2% | +10.3% | -11.5% | -3.5% |
| 6M | -1.8% | +116.7% | -118.5% | -15.4% |
| YTD | -5.9% | +41.9% | -47.8% | -14.0% |
| 1Y | -3.1% | +78.5% | -81.6% | -16.0% |
| 3Y | +36.0% | +224.1% | -188.2% | -1.2% |
| 5Y | +27.6% | +142.4% | -114.8% | -9.1% |
| All | +58.8% | +24.4% | +34.4% | +18.3% |
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