+201.4%
FROG vs VLTO
+54.1%
+147.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.4% | -13.2% | -13.4% |
| 7D | -24.5% | +12.0% | -36.5% | -28.0% |
| 30D | -24.3% | +20.8% | -45.1% | -30.3% |
| 3M | -11.7% | +20.1% | -31.8% | -18.6% |
| 6M | +37.1% | +32.6% | +4.5% | +19.2% |
| YTD | +19.5% | +17.3% | +2.2% | +11.2% |
| 1Y | +61.8% | +17.3% | +44.5% | +50.3% |
| 3Y | +178.1% | +66.9% | +111.2% | +94.8% |
| All | +201.4% | +54.1% | +147.2% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling