+34.6%
FROG vs VYM
+133.3%
-98.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -2.2% |
| 7D | -0.5% | -0.8% | +0.3% | +0.2% |
| 30D | +1.3% | -2.2% | +3.6% | +3.4% |
| 3M | +11.1% | +3.1% | +8.0% | +8.1% |
| 6M | +108.3% | +9.7% | +98.6% | +91.6% |
| YTD | +39.6% | +14.9% | +24.7% | +22.5% |
| 1Y | +74.7% | +17.6% | +57.2% | +50.4% |
| 3Y | +224.1% | +65.3% | +158.8% | +108.6% |
| 5Y | +138.4% | +78.7% | +59.7% | +50.7% |
| All | +34.6% | +133.3% | -98.8% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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