-79.2%
VFC vs FROG
+21.7%
-100.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +0.8% | -5.5% | +6.3% | +1.8% |
| 30D | -11.9% | -3.1% | -8.8% | -11.8% |
| 3M | -20.2% | +1.2% | -21.4% | -21.1% |
| 6M | -23.0% | +113.7% | -136.7% | -34.6% |
| YTD | -26.2% | +38.9% | -65.1% | -33.1% |
| 1Y | -13.3% | +72.0% | -85.3% | -25.5% |
| 3Y | -25.5% | +217.1% | -242.6% | -44.9% |
| 5Y | -78.1% | +130.6% | -208.7% | -84.3% |
| All | -79.2% | +21.7% | -100.9% | -84.8% |
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 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