+307.8%
FROG vs VLTO
+54.8%
+253.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +0.5% | +34.9% | +35.2% |
| 7D | +7.0% | +5.4% | +1.6% | +4.8% |
| 30D | +2.9% | +22.3% | -19.4% | -5.7% |
| 3M | +21.6% | +19.6% | +2.0% | +12.5% |
| 6M | +87.7% | +35.2% | +52.5% | +61.6% |
| YTD | +61.7% | +17.9% | +43.8% | +50.2% |
| 1Y | +113.7% | +19.5% | +94.2% | +96.7% |
| 3Y | +267.7% | +73.9% | +193.8% | +148.3% |
| All | +307.8% | +54.8% | +253.0% | +199.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling