+18.8%
XYL vs FROG
+59.4%
-40.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | 0.0% |
| 7D | -3.7% | +12.5% | -16.2% | -4.5% |
| 30D | -8.3% | +23.5% | -31.9% | -10.1% |
| 3M | -21.4% | +19.4% | -40.8% | -22.9% |
| 6M | -12.9% | +77.0% | -89.9% | -17.8% |
| YTD | -30.1% | +81.9% | -111.9% | -34.9% |
| 1Y | -35.2% | +90.7% | -125.8% | -40.0% |
| 3Y | -0.8% | +328.5% | -329.3% | -19.2% |
| 5Y | -23.2% | +207.0% | -230.3% | -39.3% |
| All | +18.8% | +59.4% | -40.6% | -5.5% |
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