+142.4%
FROG vs VTEB
+0.8%
+141.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.7% |
| 7D | -2.2% | -1.2% | -0.9% | -0.3% |
| 30D | +3.0% | -2.9% | +5.8% | +7.9% |
| 3M | +10.3% | -3.2% | +13.5% | +16.2% |
| 6M | +116.7% | -2.6% | +119.3% | +126.6% |
| YTD | +41.9% | -1.8% | +43.8% | +46.5% |
| 1Y | +78.5% | +0.2% | +78.3% | +78.6% |
| 3Y | +224.1% | +8.2% | +215.9% | +177.7% |
| 5Y | +142.4% | +0.8% | +141.6% | +148.5% |
| All | +142.4% | +0.8% | +141.6% | +148.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling