+83.2%
XRT vs FROG
+21.7%
+61.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -0.3% | -5.5% | +5.2% | +0.6% |
| 30D | -5.6% | -3.1% | -2.5% | -5.6% |
| 3M | +2.5% | +1.2% | +1.3% | +1.4% |
| 6M | +3.7% | +113.7% | -110.0% | -10.6% |
| YTD | +1.0% | +38.9% | -37.9% | -7.5% |
| 1Y | -1.2% | +72.0% | -73.2% | -13.9% |
| 3Y | +43.4% | +217.1% | -173.7% | +4.0% |
| 5Y | -0.7% | +130.6% | -131.3% | -29.2% |
| All | +83.2% | +21.7% | +61.6% | +36.8% |
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