-4.7%
XRT vs FROG
+160.8%
-165.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +35.3% | -37.0% | -6.6% |
| 7D | +0.9% | +7.0% | -6.1% | -0.9% |
| 30D | +7.9% | +2.9% | +5.1% | +6.3% |
| 3M | -0.2% | +21.6% | -21.8% | -5.0% |
| 6M | +5.6% | +87.7% | -82.1% | -8.5% |
| YTD | +5.7% | +61.7% | -56.0% | -7.5% |
| 1Y | +14.6% | +113.7% | -99.1% | -6.6% |
| 3Y | +50.7% | +267.7% | -217.1% | -1.2% |
| All | -4.7% | +160.8% | -165.5% | -36.0% |
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