-14.8%
VEEV vs FROG
+133.6%
-148.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -7.1% | -4.8% | -2.3% | -5.8% |
| 30D | +11.1% | -0.9% | +12.1% | +11.4% |
| 3M | +55.5% | +7.5% | +48.1% | +51.6% |
| 6M | +33.4% | +107.0% | -73.7% | +7.4% |
| YTD | +16.8% | +39.8% | -23.0% | +2.8% |
| 1Y | -7.7% | +74.8% | -82.6% | -25.1% |
| 3Y | +18.4% | +219.3% | -200.9% | -30.3% |
| 5Y | -14.8% | +133.0% | -147.8% | -49.3% |
| All | -14.8% | +133.6% | -148.4% | -49.3% |
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