+70.7%
FROG vs VCLT
-15.2%
+85.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +2.1% |
| 7D | +48.2% | -1.9% | +50.1% | +50.7% |
| 30D | +11.4% | +1.4% | +10.0% | +9.9% |
| 3M | +28.5% | -1.8% | +30.3% | +30.2% |
| 6M | +63.7% | -3.9% | +67.6% | +69.1% |
| YTD | +77.1% | -3.9% | +81.0% | +83.1% |
| 1Y | +79.3% | -4.7% | +84.1% | +86.8% |
| 3Y | +323.8% | +14.1% | +309.7% | +272.0% |
| 5Y | +198.9% | -16.6% | +215.5% | +250.4% |
| All | +70.7% | -15.2% | +85.9% | +103.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling