+93.3%
FROG vs VSXY
+37.4%
+55.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.6% |
| 7D | -11.3% | -14.0% | +2.7% | -9.8% |
| 30D | +3.6% | -15.9% | +19.6% | +5.6% |
| 3M | +1.7% | +3.4% | -1.7% | +0.9% |
| 6M | +123.5% | +25.9% | +97.6% | +112.3% |
| YTD | +40.2% | +39.5% | +0.8% | +30.5% |
| 1Y | +81.0% | +194.4% | -113.4% | +49.2% |
| 3Y | +194.8% | +281.4% | -86.7% | +116.1% |
| 5Y | +131.8% | +12.8% | +119.0% | +91.1% |
| All | +93.3% | +37.4% | +55.9% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling