+267.7%
FROG vs VT
+69.7%
+198.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +0.2% | +35.1% | +35.0% |
| 7D | +7.0% | -2.3% | +9.3% | +11.0% |
| 30D | +2.9% | -5.0% | +7.8% | +11.0% |
| 3M | +21.6% | -4.9% | +26.5% | +31.0% |
| 6M | +87.7% | -1.5% | +89.2% | +93.6% |
| YTD | +61.7% | +8.5% | +53.2% | +45.4% |
| 1Y | +113.7% | +11.4% | +102.3% | +85.8% |
| 3Y | +267.7% | +70.1% | +197.7% | +64.8% |
| All | +267.7% | +69.7% | +198.0% | +64.8% |
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