+60.9%
VEA vs FROG
+133.6%
-72.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -0.9% |
| 7D | +0.3% | -4.8% | +5.1% | +0.8% |
| 30D | +0.4% | -0.9% | +1.4% | +0.3% |
| 3M | +4.8% | +7.5% | -2.6% | +3.6% |
| 6M | +11.3% | +107.0% | -95.8% | +2.5% |
| YTD | +17.4% | +39.8% | -22.4% | +11.7% |
| 1Y | +26.2% | +74.8% | -48.6% | +16.3% |
| 3Y | +77.7% | +219.3% | -141.5% | +45.8% |
| 5Y | +60.9% | +133.0% | -72.1% | +32.8% |
| All | +60.9% | +133.6% | -72.7% | +32.8% |
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 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