+203.8%
VGT vs FROG
+59.4%
+144.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.2% |
| 7D | +2.5% | +12.5% | -10.0% | +0.2% |
| 30D | -9.5% | +23.5% | -33.0% | -14.0% |
| 3M | -9.5% | +19.4% | -28.9% | -13.9% |
| 6M | -1.8% | +77.0% | -78.8% | -14.0% |
| YTD | +18.4% | +81.9% | -63.5% | +0.6% |
| 1Y | +18.7% | +90.7% | -71.9% | -0.2% |
| 3Y | +103.8% | +328.5% | -224.7% | +35.4% |
| 5Y | +104.4% | +207.0% | -102.7% | +35.0% |
| All | +203.8% | +59.4% | +144.4% | +110.6% |
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 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