-1.4%
VCIT vs FROG
+85.3%
-86.6%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.2% |
| 7D | -1.4% | +12.5% | -13.9% | -1.5% |
| 30D | +0.6% | +23.5% | -23.0% | +0.5% |
| 3M | -2.2% | +19.4% | -21.6% | -2.3% |
| 6M | -2.3% | +77.0% | -79.3% | -2.6% |
| YTD | -2.2% | +81.9% | -84.1% | -2.6% |
| 1Y | -1.4% | +90.7% | -92.0% | -1.8% |
| All | -1.4% | +85.3% | -86.6% | -1.8% |
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 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