+198.9%
FROG vs VICR
+1.5%
+197.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.3% |
| 7D | +48.2% | +21.9% | +26.3% | +43.7% |
| 30D | +11.4% | -38.4% | +49.8% | +19.8% |
| 3M | +28.5% | -27.2% | +55.7% | +33.3% |
| 6M | +63.7% | -43.7% | +107.4% | +72.0% |
| YTD | +77.1% | +50.3% | +26.8% | +49.1% |
| 1Y | +79.3% | +74.6% | +4.8% | +46.4% |
| 3Y | +323.8% | +351.2% | -27.5% | +157.3% |
| 5Y | +198.9% | +2.5% | +196.4% | +124.5% |
| All | +198.9% | +1.5% | +197.5% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling