+222.4%
FROG vs VSXY
+369.6%
-147.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.8% | -1.3% |
| 7D | -5.5% | -6.8% | +1.3% | -5.1% |
| 30D | -3.1% | -20.4% | +17.3% | -1.6% |
| 3M | +1.2% | +2.9% | -1.7% | +0.9% |
| 6M | +113.7% | +67.9% | +45.8% | +102.5% |
| YTD | +38.9% | +44.9% | -6.0% | +32.4% |
| 1Y | +72.0% | +205.9% | -133.9% | +50.6% |
| All | +222.4% | +369.6% | -147.2% | +160.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling