+3.6%
VCIT vs FROG
+55.2%
-51.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -1.4% | +48.2% | -49.6% | -2.1% |
| 30D | +0.8% | +11.4% | -10.6% | +0.5% |
| 3M | -1.7% | +28.5% | -30.3% | -2.4% |
| 6M | -2.1% | +63.7% | -65.8% | -3.2% |
| YTD | -2.0% | +77.1% | -79.1% | -3.6% |
| 1Y | -1.5% | +79.3% | -80.8% | -3.1% |
| 3Y | +19.0% | +323.8% | -304.8% | +13.6% |
| 5Y | +3.8% | +198.9% | -195.2% | -1.2% |
| All | +3.6% | +55.2% | -51.6% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling