+24.5%
VEA vs FROG
+74.0%
-49.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.1% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -0.8% | +1.3% | -2.2% | -0.9% |
| 3M | +2.5% | +11.1% | -8.6% | +2.0% |
| 6M | +11.1% | +108.3% | -97.2% | +8.9% |
| YTD | +17.2% | +39.6% | -22.4% | +15.5% |
| 1Y | +24.5% | +74.7% | -50.2% | +21.7% |
| All | +24.5% | +74.0% | -49.5% | +21.7% |
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