+35.2%
FROG vs VCLT
-13.5%
+48.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | -11.3% | -0.5% | -10.8% | -10.8% |
| 30D | +3.6% | -0.9% | +4.5% | +4.5% |
| 3M | +1.7% | -3.2% | +4.9% | +4.7% |
| 6M | +123.5% | -3.8% | +127.3% | +131.6% |
| YTD | +40.2% | -2.0% | +42.3% | +43.0% |
| 1Y | +81.0% | -0.8% | +81.8% | +82.5% |
| 3Y | +194.8% | +12.3% | +182.5% | +163.3% |
| 5Y | +131.8% | -15.4% | +147.2% | +170.0% |
| All | +35.2% | -13.5% | +48.7% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling