+231.0%
VGT vs FROG
+22.9%
+208.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.0% |
| 7D | +1.0% | -11.3% | +12.3% | +3.3% |
| 30D | +1.3% | +3.6% | -2.3% | +0.3% |
| 3M | -1.1% | +1.7% | -2.8% | -2.3% |
| 6M | +32.6% | +123.5% | -90.9% | +11.2% |
| YTD | +29.0% | +40.2% | -11.3% | +16.8% |
| 1Y | +39.7% | +81.0% | -41.3% | +18.7% |
| 3Y | +120.9% | +194.8% | -73.8% | +59.8% |
| 5Y | +133.6% | +131.8% | +1.7% | +64.5% |
| All | +231.0% | +22.9% | +208.1% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling