+150.7%
FROG vs VSXY
+93.0%
+57.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.5% |
| 7D | +12.5% | -1.7% | +14.2% | +12.7% |
| 30D | +23.5% | +20.1% | +3.4% | +21.0% |
| 3M | +19.4% | +16.6% | +2.8% | +16.9% |
| 6M | +77.0% | +134.9% | -57.9% | +56.0% |
| YTD | +81.9% | +96.0% | -14.1% | +62.3% |
| 1Y | +90.7% | +203.8% | -113.1% | +58.9% |
| 3Y | +328.5% | +465.3% | -136.8% | +199.9% |
| 5Y | +207.0% | +106.3% | +100.7% | +150.2% |
| All | +150.7% | +93.0% | +57.6% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling