+33.9%
FROG vs VYM
+134.2%
-100.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -3.1% | -1.3% | -1.8% | -2.0% |
| 3M | +1.2% | +4.1% | -2.8% | -2.3% |
| 6M | +113.7% | +9.8% | +103.9% | +96.4% |
| YTD | +38.9% | +15.3% | +23.5% | +21.5% |
| 1Y | +72.0% | +20.0% | +52.0% | +45.3% |
| 3Y | +217.1% | +66.2% | +150.9% | +103.3% |
| 5Y | +130.6% | +77.5% | +53.1% | +45.3% |
| All | +33.9% | +134.2% | -100.3% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling