-100.0%
VIVK vs FROG
+21.7%
-121.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.6% | +7.8% |
| 7D | +13.1% | -5.5% | +18.6% | +14.1% |
| 30D | -29.7% | -3.1% | -26.6% | -29.4% |
| 3M | -93.0% | +1.2% | -94.2% | -93.0% |
| 6M | -98.0% | +113.7% | -211.6% | -98.2% |
| YTD | -97.8% | +38.9% | -136.6% | -98.0% |
| 1Y | -100.0% | +72.0% | -171.9% | -100.0% |
| 3Y | -100.0% | +217.1% | -317.1% | -100.0% |
| 5Y | -100.0% | +130.6% | -230.6% | -100.0% |
| All | -100.0% | +21.7% | -121.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling