+33.9%
FROG vs VTEB
+5.2%
+28.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.5% | -0.2% | -5.3% | -5.1% |
| 30D | -3.1% | -1.6% | -1.5% | -0.4% |
| 3M | +1.2% | -2.0% | +3.2% | +4.9% |
| 6M | +113.7% | -1.7% | +115.4% | +120.3% |
| YTD | +38.9% | -0.6% | +39.5% | +40.6% |
| 1Y | +72.0% | +1.8% | +70.2% | +67.5% |
| 3Y | +217.1% | +9.6% | +207.5% | +163.8% |
| 5Y | +130.6% | +2.1% | +128.5% | +144.0% |
| All | +33.9% | +5.2% | +28.6% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling