-51.4%
VG vs FROG
+188.9%
-240.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +35.3% | -35.2% | -5.3% |
| 7D | -22.0% | +7.0% | -29.0% | -23.1% |
| 30D | -11.6% | +2.9% | -14.5% | -12.5% |
| 3M | -14.9% | +21.6% | -36.5% | -18.4% |
| 6M | -3.5% | +87.7% | -91.2% | -16.3% |
| YTD | +70.0% | +61.7% | +8.3% | +51.0% |
| 1Y | +50.0% | +113.7% | -63.7% | +15.8% |
| All | -51.4% | +188.9% | -240.3% | -69.3% |
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 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