+85.4%
FROG vs VCLT
-3.2%
+88.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | -3.3% |
| 7D | -14.1% | +0.4% | -14.5% | -14.3% |
| 30D | -11.8% | +3.9% | -15.7% | -15.0% |
| 3M | +0.1% | -1.9% | +2.1% | +3.0% |
| 6M | +64.2% | -2.6% | +66.8% | +70.3% |
| YTD | +38.2% | -3.1% | +41.3% | +43.7% |
| 1Y | +85.4% | -3.6% | +89.0% | +93.6% |
| All | +85.4% | -3.2% | +88.6% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling