-1.2%
VCIT vs FROG
+80.4%
-81.6%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -1.4% | +48.2% | -49.6% | -1.5% |
| 30D | +0.8% | +11.4% | -10.6% | +0.8% |
| 3M | -1.7% | +28.5% | -30.3% | -1.9% |
| 6M | -2.1% | +63.7% | -65.8% | -2.3% |
| YTD | -2.0% | +77.1% | -79.1% | -2.4% |
| All | -1.2% | +80.4% | -81.6% | -1.6% |
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