+74.8%
FROG vs VO
+13.6%
+61.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.6% |
| 7D | -4.8% | -0.6% | -4.2% | -4.2% |
| 30D | -0.9% | -1.9% | +1.0% | +1.7% |
| 3M | +7.5% | +3.3% | +4.2% | +4.7% |
| 6M | +107.0% | +9.7% | +97.3% | +85.4% |
| YTD | +39.8% | +12.6% | +27.2% | +18.7% |
| 1Y | +74.8% | +13.6% | +61.2% | +46.2% |
| All | +74.8% | +13.6% | +61.2% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling