+15.2%
FROG vs VT
+106.5%
-91.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.1% | -9.5% | -7.9% |
| 7D | -24.5% | -4.2% | -20.3% | -19.5% |
| 30D | -24.3% | -5.8% | -18.5% | -17.0% |
| 3M | -11.7% | -5.2% | -6.5% | -4.1% |
| 6M | +37.1% | +0.1% | +37.0% | +37.9% |
| YTD | +19.5% | +8.2% | +11.2% | +6.8% |
| 1Y | +61.8% | +10.1% | +51.7% | +41.5% |
| 3Y | +178.1% | +69.7% | +108.5% | +31.8% |
| 5Y | +91.2% | +53.4% | +37.9% | +7.4% |
| All | +15.2% | +106.5% | -91.3% | -54.1% |
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 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