+70.7%
FROG vs VO
+101.7%
-30.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +2.1% |
| 7D | +48.2% | +2.9% | +45.3% | +42.9% |
| 30D | +11.4% | +1.0% | +10.4% | +10.8% |
| 3M | +28.5% | -1.7% | +30.3% | +32.5% |
| 6M | +63.7% | +6.7% | +57.0% | +51.6% |
| YTD | +77.1% | +14.0% | +63.1% | +49.3% |
| 1Y | +79.3% | +13.7% | +65.7% | +51.9% |
| 3Y | +323.8% | +65.8% | +257.9% | +117.1% |
| 5Y | +198.9% | +36.6% | +162.3% | +102.6% |
| All | +70.7% | +101.7% | -30.9% | -29.6% |
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