+75.3%
FROG vs VICR
+90.5%
-15.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.1% | +3.3% |
| 7D | +12.5% | +8.3% | +4.2% | +10.9% |
| 30D | +23.5% | -35.2% | +58.7% | +32.4% |
| 3M | +19.4% | -29.8% | +49.2% | +24.8% |
| 6M | +77.0% | -48.6% | +125.6% | +89.6% |
| YTD | +81.9% | +45.1% | +36.8% | +52.7% |
| 1Y | +90.7% | +79.6% | +11.1% | +53.0% |
| 3Y | +328.5% | +335.4% | -6.9% | +156.2% |
| 5Y | +207.0% | -1.0% | +208.0% | +143.3% |
| All | +75.3% | +90.5% | -15.1% | +6.6% |
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 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