+215.5%
FROG vs VIG
+64.4%
+151.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +12.5% | +3.5% | +9.0% | +8.0% |
| 30D | +23.5% | +4.9% | +18.6% | +16.7% |
| 3M | +19.4% | +2.5% | +16.9% | +15.9% |
| 6M | +77.0% | +11.0% | +66.0% | +55.4% |
| YTD | +81.9% | +16.0% | +65.9% | +50.1% |
| 1Y | +90.7% | +17.5% | +73.1% | +54.7% |
| 3Y | +328.5% | +67.0% | +261.5% | +120.0% |
| All | +215.5% | +64.4% | +151.0% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling