+296.7%
FROG vs VIG
+67.1%
+229.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.5% | -4.6% |
| 7D | +17.0% | +1.0% | +16.0% | +16.3% |
| 30D | +1.3% | +4.5% | -3.2% | -3.5% |
| 3M | +17.5% | +2.1% | +15.4% | +15.1% |
| 6M | +46.8% | +10.5% | +36.3% | +30.5% |
| YTD | +65.8% | +15.1% | +50.7% | +38.9% |
| 1Y | +61.0% | +16.9% | +44.1% | +32.1% |
| 3Y | +296.7% | +65.6% | +231.2% | +85.4% |
| All | +296.7% | +67.1% | +229.7% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling