+138.8%
FROG vs VSXY
+19.2%
+119.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.2% |
| 7D | -4.8% | -10.7% | +5.9% | -3.5% |
| 30D | -0.9% | -24.3% | +23.3% | +2.6% |
| 3M | +7.5% | +1.0% | +6.4% | +6.8% |
| 6M | +107.0% | +57.4% | +49.7% | +88.9% |
| YTD | +39.8% | +39.8% | 0.0% | +28.5% |
| 1Y | +74.8% | +196.5% | -121.7% | +39.5% |
| 3Y | +219.3% | +357.2% | -138.0% | +109.2% |
| All | +138.8% | +19.2% | +119.6% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling