+34.1%
VFC vs FROG
+80.4%
-46.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.0% |
| 7D | -1.4% | +48.2% | -49.6% | -1.3% |
| 30D | +24.6% | +11.4% | +13.2% | +24.5% |
| 3M | +38.4% | +28.5% | +9.9% | +38.1% |
| 6M | +15.3% | +63.7% | -48.4% | +14.2% |
| YTD | +12.7% | +77.1% | -64.3% | +10.3% |
| All | +34.1% | +80.4% | -46.3% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling