+85.4%
FROG vs VEU
+17.0%
+68.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -3.3% |
| 7D | -14.1% | +0.2% | -14.3% | -14.1% |
| 30D | -11.8% | -2.1% | -9.6% | -10.9% |
| 3M | +0.1% | -2.7% | +2.8% | +1.3% |
| 6M | +64.2% | +3.2% | +61.0% | +63.2% |
| YTD | +38.2% | +12.6% | +25.7% | +24.7% |
| 1Y | +85.4% | +17.1% | +68.3% | +58.2% |
| All | +85.4% | +17.0% | +68.4% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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