+97.8%
VEA vs FROG
+59.4%
+38.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.2% |
| 7D | +2.3% | +12.5% | -10.2% | +1.3% |
| 30D | +0.2% | +23.5% | -23.3% | -2.0% |
| 3M | -5.3% | +19.4% | -24.7% | -7.3% |
| 6M | -0.9% | +77.0% | -77.9% | -6.5% |
| YTD | +12.2% | +81.9% | -69.7% | +4.5% |
| 1Y | +16.1% | +90.7% | -74.6% | +7.5% |
| 3Y | +73.0% | +328.5% | -255.5% | +43.3% |
| 5Y | +53.7% | +207.0% | -153.3% | +25.7% |
| All | +97.8% | +59.4% | +38.4% | +64.4% |
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 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