+29.3%
V vs FROG
+83.7%
-54.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.3% | +3.9% |
| 7D | +9.0% | -14.1% | +23.0% | +9.1% |
| 30D | +18.1% | -11.8% | +29.9% | +18.2% |
| 3M | +18.3% | +0.1% | +18.2% | +18.2% |
| 6M | +34.1% | +64.2% | -30.1% | +32.4% |
| YTD | +25.2% | +38.2% | -13.0% | +23.0% |
| 1Y | +29.3% | +85.4% | -56.1% | +26.5% |
| All | +29.3% | +83.7% | -54.4% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 1y: compounded portfolio wealth divided by compounded FROG 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…
1y analysis · Full analysis span regression · 6 months rolling