+217.1%
FROG vs VIG
+57.1%
+160.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | 0.0% |
| 7D | -5.5% | -0.4% | -5.1% | -5.0% |
| 30D | -3.1% | -2.1% | -1.0% | -0.4% |
| 3M | +1.2% | +3.3% | -2.1% | -3.0% |
| 6M | +113.7% | +9.3% | +104.4% | +89.5% |
| YTD | +38.9% | +10.1% | +28.7% | +21.1% |
| 1Y | +72.0% | +14.7% | +57.3% | +41.8% |
| 3Y | +217.1% | +56.9% | +160.2% | +32.0% |
| All | +217.1% | +57.1% | +160.0% | +32.0% |
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 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