+253.8%
FROG vs VLTO
+27.2%
+226.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.6% |
| 7D | -11.3% | -2.3% | -9.0% | -10.3% |
| 30D | +3.6% | -0.9% | +4.5% | +4.1% |
| 3M | +1.7% | +13.8% | -12.1% | -5.5% |
| 6M | +123.5% | +2.0% | +121.5% | +120.1% |
| YTD | +40.2% | -3.2% | +43.4% | +42.1% |
| 1Y | +81.0% | -9.2% | +90.2% | +89.5% |
| All | +253.8% | +27.2% | +226.6% | +182.9% |
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