+22.1%
XYL vs FROG
+45.3%
-23.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.8% | -2.2% |
| 7D | +0.6% | +17.0% | -16.4% | -0.8% |
| 30D | -5.7% | +1.3% | -7.0% | -6.2% |
| 3M | -19.8% | +17.5% | -37.3% | -21.3% |
| 6M | -14.2% | +46.8% | -61.0% | -17.8% |
| YTD | -28.1% | +65.8% | -93.9% | -32.7% |
| 1Y | -35.0% | +61.0% | -96.0% | -39.0% |
| 3Y | +2.1% | +296.7% | -294.7% | -16.5% |
| 5Y | -22.1% | +177.8% | -199.9% | -38.0% |
| All | +22.1% | +45.3% | -23.1% | -2.2% |
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 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