+79.3%
FROG vs VCLT
-4.8%
+84.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +2.1% |
| 7D | +48.2% | -1.9% | +50.1% | +50.8% |
| 30D | +11.4% | +1.4% | +10.0% | +9.5% |
| 3M | +28.5% | -1.8% | +30.3% | +31.4% |
| 6M | +63.7% | -3.9% | +67.6% | +72.1% |
| YTD | +77.1% | -3.9% | +81.0% | +84.5% |
| 1Y | +79.3% | -4.7% | +84.1% | +89.5% |
| All | +79.3% | -4.8% | +84.1% | +89.5% |
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 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