+167.4%
FROG vs VO
+32.6%
+134.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.1% | +35.5% | +35.5% |
| 7D | +7.0% | -2.6% | +9.5% | +11.2% |
| 30D | +2.9% | -0.9% | +3.8% | +4.9% |
| 3M | +21.6% | -3.0% | +24.6% | +27.5% |
| 6M | +87.7% | +2.2% | +85.5% | +83.1% |
| YTD | +61.7% | +10.6% | +51.1% | +41.2% |
| 1Y | +113.7% | +12.5% | +101.2% | +83.0% |
| 3Y | +267.7% | +61.4% | +206.3% | +90.8% |
| All | +167.4% | +32.6% | +134.7% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling