+74.7%
FROG vs VSXY
+184.3%
-109.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.7% | -1.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +1.3% | -18.7% | +20.0% | +1.4% |
| 3M | +11.1% | -4.0% | +15.1% | +11.3% |
| 6M | +108.3% | +67.5% | +40.8% | +107.5% |
| YTD | +39.6% | +39.7% | -0.1% | +37.9% |
| 1Y | +74.7% | +180.0% | -105.2% | +67.9% |
| All | +74.7% | +184.3% | -109.5% | +67.9% |
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 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