+85.4%
FROG vs VSXY
+210.1%
-124.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.4% | -10.8% | -2.3% |
| 7D | -14.1% | +14.2% | -28.3% | -13.9% |
| 30D | -11.8% | +21.9% | -33.6% | -11.5% |
| 3M | +0.1% | +22.1% | -22.0% | +0.6% |
| 6M | +64.2% | +116.7% | -52.5% | +67.1% |
| YTD | +38.2% | +101.1% | -62.9% | +39.2% |
| 1Y | +85.4% | +208.0% | -122.6% | +120.7% |
| All | +85.4% | +210.1% | -124.7% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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