-14.3%
XYL vs FROG
+125.4%
-139.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.1% |
| 7D | +1.8% | -5.5% | +7.3% | +2.4% |
| 30D | -9.2% | -3.1% | -6.1% | -9.1% |
| 3M | -0.3% | +1.2% | -1.5% | -0.9% |
| 6M | -11.0% | +113.7% | -124.6% | -19.5% |
| YTD | -19.2% | +38.9% | -58.1% | -23.7% |
| 1Y | -21.2% | +72.0% | -93.2% | -28.3% |
| 3Y | +18.6% | +217.1% | -198.5% | -7.2% |
| 5Y | -14.3% | +130.6% | -144.9% | -32.4% |
| All | -14.3% | +125.4% | -139.7% | -32.4% |
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