+34.6%
FROG vs VTEB
+4.3%
+30.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -2.2% |
| 7D | -0.5% | -0.9% | +0.4% | +1.0% |
| 30D | +1.3% | -2.5% | +3.8% | +5.8% |
| 3M | +11.1% | -3.0% | +14.1% | +16.9% |
| 6M | +108.3% | -2.1% | +110.4% | +116.5% |
| YTD | +39.6% | -1.5% | +41.1% | +43.4% |
| 1Y | +74.7% | +0.2% | +74.6% | +74.8% |
| 3Y | +224.1% | +8.6% | +215.5% | +173.8% |
| 5Y | +138.4% | +1.2% | +137.2% | +155.4% |
| All | +34.6% | +4.3% | +30.3% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 10y: compounded portfolio wealth divided by compounded VTEB 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…
10y analysis · Full analysis span regression · 6 months rolling