+85.4%
FROG vs VLTO
+18.3%
+67.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.4% |
| 7D | -14.1% | +13.8% | -27.9% | -14.8% |
| 30D | -11.8% | +21.2% | -32.9% | -13.7% |
| 3M | +0.1% | +21.5% | -21.4% | -2.1% |
| 6M | +64.2% | +33.0% | +31.2% | +55.1% |
| YTD | +38.2% | +17.8% | +20.4% | +38.5% |
| 1Y | +85.4% | +18.1% | +67.3% | +86.0% |
| All | +85.4% | +18.3% | +67.1% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling