+34.8%
FROG vs VT
+117.5%
-82.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.6% |
| 7D | -4.8% | -0.1% | -4.7% | -4.7% |
| 30D | -0.9% | -0.7% | -0.3% | +0.2% |
| 3M | +7.5% | +4.0% | +3.5% | +2.0% |
| 6M | +107.0% | +12.3% | +94.7% | +76.6% |
| YTD | +39.8% | +14.0% | +25.8% | +15.8% |
| 1Y | +74.8% | +20.3% | +54.5% | +34.6% |
| 3Y | +219.3% | +75.4% | +143.8% | +44.4% |
| 5Y | +133.0% | +66.0% | +67.0% | +17.6% |
| All | +34.8% | +117.5% | -82.7% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling