-100.0%
VIVK vs FROG
+85.3%
-185.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +2.7% | -10.2% | -9.0% |
| 7D | -57.7% | +12.5% | -70.2% | -61.0% |
| 30D | -87.3% | +23.5% | -110.8% | -88.8% |
| 3M | -98.9% | +19.4% | -118.3% | -99.0% |
| 6M | -100.0% | +77.0% | -177.0% | -100.0% |
| YTD | -100.0% | +81.9% | -181.8% | -100.0% |
| 1Y | -100.0% | +90.7% | -190.7% | -100.0% |
| All | -100.0% | +85.3% | -185.3% | -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