-67.9%
VFC vs FROG
+160.8%
-228.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +35.3% | -35.2% | -5.9% |
| 7D | +11.2% | +7.0% | +4.2% | +8.7% |
| 30D | +41.5% | +2.9% | +38.6% | +38.7% |
| 3M | +38.9% | +21.6% | +17.3% | +30.6% |
| 6M | +6.1% | +87.7% | -81.5% | -11.1% |
| YTD | +14.5% | +61.7% | -47.1% | -3.2% |
| 1Y | +46.0% | +113.7% | -67.7% | +13.1% |
| 3Y | +36.4% | +267.7% | -231.4% | -13.2% |
| All | -67.9% | +160.8% | -228.7% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling