+59.8%
FROG vs VIG
+113.9%
-54.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.5% | -4.6% |
| 7D | +17.0% | +1.0% | +16.0% | +16.2% |
| 30D | +1.3% | +4.5% | -3.2% | -3.5% |
| 3M | +17.5% | +2.1% | +15.4% | +14.9% |
| 6M | +46.8% | +10.5% | +36.3% | +30.9% |
| YTD | +65.8% | +15.1% | +50.7% | +40.2% |
| 1Y | +61.0% | +16.9% | +44.1% | +33.7% |
| 3Y | +296.7% | +65.6% | +231.2% | +120.1% |
| 5Y | +177.8% | +64.4% | +113.5% | +54.5% |
| All | +59.8% | +113.9% | -54.1% | -32.8% |
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