+125.3%
FROG vs VO
+42.6%
+82.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.0% |
| 7D | -11.3% | -0.3% | -11.0% | -10.9% |
| 30D | +3.6% | -0.3% | +4.0% | +4.4% |
| 3M | +1.7% | +2.9% | -1.3% | -2.0% |
| 6M | +123.5% | +9.3% | +114.2% | +98.4% |
| YTD | +40.2% | +14.2% | +26.1% | +16.9% |
| 1Y | +81.0% | +15.3% | +65.7% | +49.6% |
| 3Y | +194.8% | +56.2% | +138.5% | +59.6% |
| All | +125.3% | +42.6% | +82.6% | +43.2% |
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 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