+3.3%
VCIT vs FROG
+76.3%
-73.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.6% | +13.8% | +0.5% |
| 7D | +0.5% | -24.5% | +24.9% | +1.0% |
| 30D | +2.1% | -24.3% | +26.3% | +2.6% |
| 3M | -1.6% | -11.7% | +10.1% | -1.5% |
| 6M | -1.6% | +37.1% | -38.7% | -2.6% |
| YTD | -1.5% | +19.5% | -21.0% | -2.4% |
| 1Y | -0.4% | +61.8% | -62.2% | -2.1% |
| 3Y | +19.6% | +178.1% | -158.6% | +14.3% |
| 5Y | +3.3% | +91.2% | -88.0% | -2.3% |
| All | +3.3% | +76.3% | -73.0% | -2.3% |
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