+133.0%
FROG vs VICR
+46.6%
+86.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.5% |
| 7D | -4.8% | +1.3% | -6.1% | -5.1% |
| 30D | -0.9% | -11.9% | +11.0% | +0.8% |
| 3M | +7.5% | -35.1% | +42.6% | +12.9% |
| 6M | +107.0% | +8.1% | +98.9% | +92.7% |
| YTD | +39.8% | +67.8% | -28.0% | +17.1% |
| 1Y | +74.8% | +267.3% | -192.5% | +22.1% |
| 3Y | +219.3% | +191.2% | +28.1% | +116.2% |
| 5Y | +133.0% | +48.1% | +84.9% | +64.5% |
| All | +133.0% | +46.6% | +86.4% | +64.5% |
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