-66.9%
VFC vs FROG
+51.8%
-118.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +1.6% |
| 7D | +7.7% | +27.1% | -19.4% | +3.0% |
| 30D | +39.2% | +5.8% | +33.4% | +36.3% |
| 3M | +40.3% | +20.8% | +19.4% | +33.6% |
| 6M | +11.4% | +53.3% | -42.0% | +0.7% |
| YTD | +17.5% | +73.2% | -55.7% | +1.3% |
| 1Y | +45.9% | +80.3% | -34.4% | +24.4% |
| 3Y | +47.3% | +318.3% | -271.0% | +2.9% |
| 5Y | -67.2% | +179.9% | -247.1% | -77.5% |
| All | -66.9% | +51.8% | -118.7% | -76.9% |
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