-24.4%
VFC vs FROG
+206.6%
-231.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.7% | +3.0% |
| 7D | -1.6% | -11.3% | +9.7% | +0.5% |
| 30D | -11.6% | +3.6% | -15.3% | -12.6% |
| 3M | -18.1% | +1.7% | -19.8% | -19.3% |
| 6M | -27.4% | +123.5% | -150.9% | -40.9% |
| YTD | -24.8% | +40.2% | -65.1% | -32.8% |
| 1Y | -8.2% | +81.0% | -89.2% | -25.0% |
| All | -24.4% | +206.6% | -231.0% | -55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling