+177.8%
FROG vs VT
+57.5%
+120.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.6% |
| 7D | +17.0% | -0.1% | +17.2% | +18.1% |
| 30D | +1.3% | -3.1% | +4.4% | +7.0% |
| 3M | +17.5% | -3.5% | +21.0% | +24.7% |
| 6M | +46.8% | +0.5% | +46.3% | +47.1% |
| YTD | +65.8% | +10.8% | +55.0% | +43.3% |
| 1Y | +61.0% | +11.9% | +49.1% | +37.2% |
| 3Y | +296.7% | +73.0% | +223.8% | +77.9% |
| 5Y | +177.8% | +58.6% | +119.2% | +54.5% |
| All | +177.8% | +57.5% | +120.3% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling