-51.4%
VG vs FROG
+113.5%
-164.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.6% | +9.6% | -1.6% |
| 7D | -22.0% | -24.5% | +2.5% | -18.1% |
| 30D | -14.7% | -24.3% | +9.5% | -10.7% |
| 3M | -7.1% | -11.7% | +4.6% | -5.6% |
| 6M | -11.2% | +37.1% | -48.3% | -18.3% |
| YTD | +69.8% | +19.5% | +50.4% | +59.5% |
| 1Y | +49.9% | +61.8% | -11.9% | +20.6% |
| All | -51.4% | +113.5% | -164.9% | -67.5% |
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