+171.7%
FROG vs VT
+69.4%
+102.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.1% | -9.5% | -8.2% |
| 7D | -24.5% | -4.2% | -20.3% | -19.7% |
| 30D | -24.3% | -5.8% | -18.5% | -17.4% |
| 3M | -11.7% | -5.2% | -6.5% | -4.5% |
| 6M | +37.1% | +0.1% | +37.0% | +38.3% |
| YTD | +19.5% | +8.2% | +11.2% | +7.7% |
| 1Y | +61.8% | +10.1% | +51.7% | +42.7% |
| All | +171.7% | +69.4% | +102.4% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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