+317.2%
FROG vs VSXY
+446.9%
-129.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.3% |
| 7D | +48.2% | -1.6% | +49.8% | +48.4% |
| 30D | +11.4% | +17.8% | -6.4% | +10.3% |
| 3M | +28.5% | +12.5% | +16.1% | +27.4% |
| 6M | +63.7% | +124.7% | -61.0% | +53.1% |
| YTD | +77.1% | +93.2% | -16.1% | +66.1% |
| 1Y | +79.3% | +195.6% | -116.3% | +61.0% |
| All | +317.2% | +446.9% | -129.7% | +261.5% |
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