+70.7%
FROG vs VEU
+85.9%
-15.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.9% |
| 7D | +48.2% | +2.4% | +45.9% | +44.9% |
| 30D | +11.4% | -2.0% | +13.4% | +14.6% |
| 3M | +28.5% | -5.1% | +33.7% | +36.4% |
| 6M | +63.7% | -0.7% | +64.4% | +64.7% |
| YTD | +77.1% | +11.0% | +66.1% | +54.0% |
| 1Y | +79.3% | +12.4% | +67.0% | +53.7% |
| 3Y | +323.8% | +69.8% | +254.0% | +119.5% |
| 5Y | +198.9% | +48.2% | +150.7% | +83.3% |
| All | +70.7% | +85.9% | -15.2% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling