+866.5%
VLO vs FROG
+21.7%
+844.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.3% |
| 7D | +5.8% | -5.5% | +11.3% | +6.1% |
| 30D | +28.3% | -3.1% | +31.5% | +28.4% |
| 3M | +48.7% | +1.2% | +47.5% | +48.1% |
| 6M | +71.9% | +113.7% | -41.8% | +63.8% |
| YTD | +138.7% | +38.9% | +99.8% | +131.9% |
| 1Y | +148.5% | +72.0% | +76.5% | +137.5% |
| 3Y | +192.7% | +217.1% | -24.4% | +166.7% |
| 5Y | +601.6% | +130.6% | +471.0% | +526.5% |
| All | +866.5% | +21.7% | +844.8% | +734.8% |
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