+140.1%
VIAV vs FROG
+133.6%
+6.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +13.6% | -4.8% | +18.4% | +14.4% |
| 30D | +5.3% | -0.9% | +6.3% | +5.3% |
| 3M | -15.6% | +7.5% | -23.1% | -17.1% |
| 6M | +34.0% | +107.0% | -73.0% | +16.9% |
| YTD | +119.9% | +39.8% | +80.1% | +101.6% |
| 1Y | +235.2% | +74.8% | +160.3% | +192.2% |
| 3Y | +299.8% | +219.3% | +80.5% | +184.4% |
| 5Y | +140.1% | +133.0% | +7.1% | +65.2% |
| All | +140.1% | +133.6% | +6.5% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling