+209.1%
VGT vs FROG
+55.2%
+153.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.7% |
| 7D | +5.6% | +48.2% | -42.6% | -2.9% |
| 30D | -10.6% | +11.4% | -22.0% | -13.4% |
| 3M | -6.9% | +28.5% | -35.4% | -12.7% |
| 6M | +0.9% | +63.7% | -62.8% | -10.4% |
| YTD | +20.4% | +77.1% | -56.6% | +2.9% |
| 1Y | +17.4% | +79.3% | -62.0% | -0.1% |
| 3Y | +106.3% | +323.8% | -217.5% | +37.2% |
| 5Y | +107.9% | +198.9% | -91.0% | +38.1% |
| All | +209.1% | +55.2% | +153.9% | +115.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling