+33.9%
FROG vs VO
+100.9%
-67.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | -5.5% | +0.6% | -6.1% | -6.3% |
| 30D | -3.1% | -1.1% | -2.1% | -1.5% |
| 3M | +1.2% | +4.5% | -3.3% | -4.3% |
| 6M | +113.7% | +11.1% | +102.6% | +86.5% |
| YTD | +38.9% | +13.5% | +25.3% | +17.1% |
| 1Y | +72.0% | +14.5% | +57.5% | +44.1% |
| 3Y | +217.1% | +58.1% | +159.0% | +72.8% |
| 5Y | +130.6% | +43.3% | +87.3% | +47.5% |
| All | +33.9% | +100.9% | -67.0% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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