-39.3%
VG vs FROG
+150.6%
-190.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.1% |
| 7D | +1.7% | -11.3% | +13.0% | +3.5% |
| 30D | +16.0% | +3.6% | +12.4% | +14.7% |
| 3M | +9.7% | +1.7% | +8.1% | +8.2% |
| 6M | +29.6% | +123.5% | -94.0% | +5.6% |
| YTD | +112.0% | +40.2% | +71.8% | +93.7% |
| 1Y | +12.8% | +81.0% | -68.2% | -9.0% |
| All | -39.3% | +150.6% | -190.0% | -60.6% |
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