-100.0%
VIVK vs FROG
+83.7%
-183.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -3.3% | -9.0% | -11.1% |
| 7D | -1.4% | -11.3% | +9.9% | +2.8% |
| 30D | -43.6% | +3.6% | -47.3% | -44.9% |
| 3M | -95.1% | +1.7% | -96.8% | -95.3% |
| 6M | -98.2% | +123.5% | -221.7% | -98.9% |
| YTD | -97.9% | +40.2% | -138.2% | -98.5% |
| 1Y | -100.0% | +81.0% | -181.0% | -100.0% |
| All | -100.0% | +83.7% | -183.7% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling