+98.1%
XRT vs FROG
+45.3%
+52.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.2% |
| 7D | +4.1% | +17.0% | -12.9% | +1.1% |
| 30D | +9.9% | +1.3% | +8.6% | +8.6% |
| 3M | +2.3% | +17.5% | -15.2% | -1.8% |
| 6M | +9.6% | +46.8% | -37.2% | +0.7% |
| YTD | +9.1% | +65.8% | -56.6% | -3.8% |
| 1Y | +16.2% | +61.0% | -44.8% | +2.8% |
| 3Y | +60.1% | +296.7% | -236.7% | +10.9% |
| 5Y | -0.5% | +177.8% | -178.3% | -31.6% |
| All | +98.1% | +45.3% | +52.8% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling