+35.2%
FROG vs VSAT
+111.9%
-76.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.3% | -3.9% |
| 7D | -11.3% | +11.8% | -23.1% | -12.4% |
| 30D | +3.6% | -7.0% | +10.7% | +4.3% |
| 3M | +1.7% | +3.3% | -1.6% | +0.3% |
| 6M | +123.5% | +57.4% | +66.1% | +108.8% |
| YTD | +40.2% | +118.6% | -78.3% | +25.6% |
| 1Y | +81.0% | +150.2% | -69.2% | +58.7% |
| 3Y | +194.8% | +160.7% | +34.0% | +140.1% |
| 5Y | +131.8% | +51.2% | +80.6% | +98.8% |
| All | +35.2% | +111.9% | -76.7% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 all: compounded portfolio wealth divided by compounded VSAT 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…
all analysis · Full analysis span regression · 6 months rolling