+224.1%
FROG vs VTEB
+8.6%
+215.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -2.2% |
| 7D | -0.5% | -0.9% | +0.4% | +0.9% |
| 30D | +1.3% | -2.5% | +3.8% | +5.4% |
| 3M | +11.1% | -3.0% | +14.1% | +16.4% |
| 6M | +108.3% | -2.1% | +110.4% | +115.8% |
| YTD | +39.6% | -1.5% | +41.1% | +43.2% |
| 1Y | +74.7% | +0.2% | +74.6% | +75.3% |
| 3Y | +224.1% | +8.6% | +215.5% | +131.3% |
| All | +224.1% | +8.6% | +215.5% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling