+99.1%
V vs FROG
+160.8%
-61.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +35.3% | -35.3% | -2.9% |
| 7D | +2.2% | +7.0% | -4.8% | +1.1% |
| 30D | +13.6% | +2.9% | +10.7% | +12.6% |
| 3M | +14.3% | +21.6% | -7.3% | +11.1% |
| 6M | +33.1% | +87.7% | -54.6% | +22.8% |
| YTD | +21.2% | +61.7% | -40.4% | +12.5% |
| 1Y | +26.4% | +113.7% | -87.2% | +12.7% |
| 3Y | +77.6% | +267.7% | -190.2% | +40.7% |
| All | +99.1% | +160.8% | -61.7% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling