-4.5%
XRT vs FROG
+207.6%
-212.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | 0.0% |
| 7D | +1.7% | +12.5% | -10.8% | 0.0% |
| 30D | +7.5% | +23.5% | -16.0% | +3.1% |
| 3M | +2.2% | +19.4% | -17.2% | -2.0% |
| 6M | +14.7% | +77.0% | -62.3% | +1.5% |
| YTD | +7.5% | +81.9% | -74.4% | -7.5% |
| 1Y | +14.1% | +90.7% | -76.5% | -3.0% |
| 3Y | +58.8% | +328.5% | -269.7% | +1.3% |
| All | -4.5% | +207.6% | -212.1% | -38.2% |
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