+130.6%
FROG vs VEU
+56.3%
+74.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | -5.5% | +1.7% | -7.2% | -7.3% |
| 30D | -3.1% | +1.0% | -4.1% | -4.1% |
| 3M | +1.2% | +5.6% | -4.4% | -4.8% |
| 6M | +113.7% | +13.7% | +100.0% | +83.4% |
| YTD | +38.9% | +17.7% | +21.1% | +12.1% |
| 1Y | +72.0% | +25.8% | +46.2% | +27.9% |
| 3Y | +217.1% | +77.1% | +140.0% | +50.6% |
| 5Y | +130.6% | +57.1% | +73.5% | +36.7% |
| All | +130.6% | +56.3% | +74.3% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling