+346.7%
FROG vs VLTO
+55.4%
+291.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | +48.2% | +0.8% | +47.4% | +47.9% |
| 30D | +11.4% | +18.7% | -7.3% | +3.5% |
| 3M | +28.5% | +21.7% | +6.8% | +18.0% |
| 6M | +63.7% | +35.8% | +27.9% | +41.1% |
| YTD | +77.1% | +18.3% | +58.8% | +64.4% |
| 1Y | +79.3% | +20.9% | +58.4% | +64.2% |
| 3Y | +323.8% | +68.8% | +254.9% | +194.6% |
| All | +346.7% | +55.4% | +291.3% | +227.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling