+16.1%
VEA vs FROG
+85.3%
-69.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.1% |
| 7D | +2.3% | +12.5% | -10.2% | +1.9% |
| 30D | +0.2% | +23.5% | -23.3% | -0.4% |
| 3M | -5.3% | +19.4% | -24.7% | -5.9% |
| 6M | -0.9% | +77.0% | -77.9% | -2.4% |
| YTD | +12.2% | +81.9% | -69.7% | +9.4% |
| 1Y | +16.1% | +90.7% | -74.6% | +12.8% |
| All | +16.1% | +85.3% | -69.2% | +12.8% |
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