+217.8%
VLO vs FROG
+319.6%
-101.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.0% | +3.4% |
| 7D | -0.4% | +26.8% | -27.3% | -1.9% |
| 30D | -16.6% | +10.6% | -27.2% | -17.2% |
| 3M | +12.3% | +27.2% | -14.9% | +10.2% |
| 6M | +47.8% | +58.7% | -10.8% | +42.6% |
| YTD | +126.7% | +75.3% | +51.4% | +116.2% |
| 1Y | +105.4% | +71.1% | +34.3% | +96.1% |
| All | +217.8% | +319.6% | -101.7% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling