+81.0%
FROG vs VIG
+16.9%
+64.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -2.9% |
| 7D | -11.3% | -0.4% | -10.9% | -10.9% |
| 30D | +3.6% | -1.0% | +4.6% | +4.6% |
| 3M | +1.7% | +2.8% | -1.1% | -0.5% |
| 6M | +123.5% | +8.2% | +115.3% | +104.6% |
| YTD | +40.2% | +11.0% | +29.2% | +23.7% |
| 1Y | +81.0% | +16.1% | +64.8% | +55.9% |
| All | +81.0% | +16.9% | +64.1% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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