+20.0%
VCIT vs FROG
+274.0%
-254.0%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +35.3% | -35.5% | -0.4% |
| 7D | +0.1% | +7.0% | -6.9% | 0.0% |
| 30D | +1.9% | +2.9% | -1.0% | +1.9% |
| 3M | -1.4% | +21.6% | -23.0% | -1.7% |
| 6M | -2.1% | +87.7% | -89.8% | -2.9% |
| YTD | -1.6% | +61.7% | -63.3% | -2.3% |
| 1Y | -0.9% | +113.7% | -114.6% | -2.0% |
| 3Y | +20.0% | +267.7% | -247.8% | +15.4% |
| All | +20.0% | +274.0% | -254.0% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling