-67.3%
VFC vs FROG
+59.4%
-126.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.8% |
| 7D | +1.6% | +12.5% | -10.9% | -0.2% |
| 30D | +25.5% | +23.5% | +2.0% | +20.0% |
| 3M | +41.3% | +19.4% | +21.9% | +35.0% |
| 6M | +22.2% | +77.0% | -54.8% | +7.8% |
| YTD | +16.4% | +81.9% | -65.5% | -0.4% |
| 1Y | +38.4% | +90.7% | -52.2% | +17.2% |
| 3Y | +56.2% | +328.5% | -272.3% | +8.7% |
| 5Y | -68.2% | +207.0% | -275.2% | -78.4% |
| All | -67.3% | +59.4% | -126.6% | -77.3% |
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 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