+292.2%
VIAV vs FROG
+217.1%
+75.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.0% | +12.2% | +11.2% |
| 7D | +11.3% | -5.5% | +16.8% | +11.9% |
| 30D | -1.0% | -3.1% | +2.1% | -0.7% |
| 3M | -20.5% | +1.2% | -21.8% | -20.8% |
| 6M | +39.0% | +113.7% | -74.7% | +28.1% |
| YTD | +117.5% | +38.9% | +78.6% | +106.6% |
| 1Y | +233.8% | +72.0% | +161.8% | +208.4% |
| All | +292.2% | +217.1% | +75.1% | +196.1% |
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