+34.8%
FROG vs VIG
+103.6%
-68.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.3% |
| 7D | -4.8% | -1.2% | -3.6% | -3.5% |
| 30D | -0.9% | -2.8% | +1.9% | +2.4% |
| 3M | +7.5% | +2.5% | +5.0% | +4.4% |
| 6M | +107.0% | +8.1% | +98.9% | +88.7% |
| YTD | +39.8% | +9.6% | +30.2% | +25.0% |
| 1Y | +74.8% | +14.2% | +60.7% | +49.1% |
| 3Y | +219.3% | +56.1% | +163.2% | +89.8% |
| 5Y | +133.0% | +62.8% | +70.1% | +33.7% |
| All | +34.8% | +103.6% | -68.9% | -40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling