+36.8%
FROG vs VICR
+113.2%
-76.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.1% |
| 7D | -2.2% | -0.4% | -1.8% | -2.2% |
| 30D | +3.0% | -15.6% | +18.5% | +5.6% |
| 3M | +10.3% | -35.4% | +45.7% | +16.4% |
| 6M | +116.7% | +1.3% | +115.4% | +103.3% |
| YTD | +41.9% | +62.5% | -20.5% | +18.4% |
| 1Y | +78.5% | +255.5% | -176.9% | +23.1% |
| 3Y | +224.1% | +182.0% | +42.1% | +116.6% |
| 5Y | +142.4% | +42.9% | +99.5% | +74.7% |
| All | +36.8% | +113.2% | -76.4% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling