+85.4%
FROG vs VICR
+76.0%
+9.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -11.1% | +8.7% | -1.8% |
| 7D | -14.1% | -26.6% | +12.5% | -12.8% |
| 30D | -11.8% | -47.9% | +36.2% | -10.0% |
| 3M | +0.1% | -29.8% | +29.9% | +1.7% |
| 6M | +64.2% | -36.6% | +100.8% | +65.6% |
| YTD | +38.2% | +45.1% | -6.9% | +45.3% |
| 1Y | +85.4% | +80.0% | +5.4% | +94.6% |
| All | +85.4% | +76.0% | +9.4% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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