-100.0%
VIVK vs FROG
+24.4%
-124.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.2% |
| 7D | -9.5% | -2.2% | -7.3% | -9.1% |
| 30D | -35.1% | +3.0% | -38.1% | -35.5% |
| 3M | -93.4% | +10.3% | -103.7% | -93.5% |
| 6M | -98.0% | +116.7% | -214.7% | -98.3% |
| YTD | -97.9% | +41.9% | -139.8% | -98.1% |
| 1Y | -100.0% | +78.5% | -178.5% | -100.0% |
| 3Y | -100.0% | +224.1% | -324.1% | -100.0% |
| 5Y | -100.0% | +142.4% | -242.4% | -100.0% |
| All | -100.0% | +24.4% | -124.4% | -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 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