+471.6%
VLO vs FROG
+195.3%
+276.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +3.0% |
| 7D | +6.8% | +48.2% | -41.5% | +3.7% |
| 30D | -17.9% | +11.4% | -29.3% | -18.7% |
| 3M | +13.5% | +28.5% | -15.0% | +10.9% |
| 6M | +53.0% | +63.7% | -10.7% | +46.3% |
| YTD | +133.7% | +77.1% | +56.7% | +120.4% |
| 1Y | +115.7% | +79.3% | +36.3% | +102.9% |
| 3Y | +231.9% | +323.8% | -91.8% | +182.7% |
| 5Y | +471.6% | +198.9% | +272.7% | +393.3% |
| All | +471.6% | +195.3% | +276.2% | +393.3% |
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