+106.5%
VEA vs FROG
+22.3%
+84.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -0.8% | +1.3% | -2.2% | -1.1% |
| 3M | +2.5% | +11.1% | -8.6% | +1.2% |
| 6M | +11.1% | +108.3% | -97.2% | +3.4% |
| YTD | +17.2% | +39.6% | -22.4% | +12.1% |
| 1Y | +24.5% | +74.7% | -50.2% | +16.0% |
| 3Y | +75.4% | +224.1% | -148.7% | +49.3% |
| 5Y | +61.1% | +138.4% | -77.3% | +35.2% |
| All | +106.5% | +22.3% | +84.2% | +76.5% |
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