+198.9%
FROG vs VSXY
+106.2%
+92.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.6% |
| 7D | +48.2% | -1.6% | +49.8% | +48.6% |
| 30D | +11.4% | +17.8% | -6.4% | +9.2% |
| 3M | +28.5% | +12.5% | +16.1% | +26.1% |
| 6M | +63.7% | +124.7% | -61.0% | +43.2% |
| YTD | +77.1% | +93.2% | -16.1% | +56.3% |
| 1Y | +79.3% | +195.6% | -116.3% | +46.8% |
| 3Y | +323.8% | +434.6% | -110.9% | +183.1% |
| 5Y | +198.9% | +103.3% | +95.6% | +146.0% |
| All | +198.9% | +106.2% | +92.8% | +146.0% |
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