+209.6%
VIAV vs FROG
+24.4%
+185.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.1% | -4.8% |
| 7D | +11.2% | -2.2% | +13.4% | +11.5% |
| 30D | -2.6% | +3.0% | -5.6% | -3.2% |
| 3M | -20.1% | +10.3% | -30.4% | -21.7% |
| 6M | +25.8% | +116.7% | -90.9% | +10.2% |
| YTD | +109.9% | +41.9% | +67.9% | +93.2% |
| 1Y | +214.3% | +78.5% | +135.8% | +176.4% |
| 3Y | +281.6% | +224.1% | +57.5% | +185.0% |
| 5Y | +132.6% | +142.4% | -9.8% | +70.5% |
| All | +209.6% | +24.4% | +185.2% | +138.9% |
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