-100.0%
VIVK vs FROG
+133.6%
-233.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.7% | -7.0% | -6.4% |
| 7D | -7.9% | -4.8% | -3.1% | -7.2% |
| 30D | -42.0% | -0.9% | -41.0% | -41.9% |
| 3M | -92.5% | +7.5% | -100.0% | -92.7% |
| 6M | -98.0% | +107.0% | -205.0% | -98.3% |
| YTD | -97.9% | +39.8% | -137.7% | -98.1% |
| 1Y | -100.0% | +74.8% | -174.8% | -100.0% |
| 3Y | -100.0% | +219.3% | -319.3% | -100.0% |
| 5Y | -100.0% | +133.0% | -233.0% | -100.0% |
| All | -100.0% | +133.6% | -233.6% | -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 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