+34.6%
FROG vs ITOT
+136.0%
-101.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.8% |
| 7D | -0.5% | -0.9% | +0.4% | +0.7% |
| 30D | +1.3% | -1.5% | +2.8% | +3.6% |
| 3M | +11.1% | +3.6% | +7.5% | +6.5% |
| 6M | +108.3% | +13.7% | +94.6% | +76.3% |
| YTD | +39.6% | +12.9% | +26.6% | +18.8% |
| 1Y | +74.7% | +17.2% | +57.6% | +42.1% |
| 3Y | +224.1% | +75.6% | +148.5% | +52.2% |
| 5Y | +138.4% | +75.5% | +62.9% | +16.4% |
| All | +34.6% | +136.0% | -101.4% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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