+835.8%
VLO vs FROG
+22.9%
+812.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.2% |
| 7D | +5.2% | -11.3% | +16.5% | +5.9% |
| 30D | +22.6% | +3.6% | +19.0% | +22.2% |
| 3M | +43.8% | +1.7% | +42.1% | +43.2% |
| 6M | +65.7% | +123.5% | -57.8% | +57.5% |
| YTD | +131.1% | +40.2% | +90.9% | +124.5% |
| 1Y | +143.6% | +81.0% | +62.6% | +132.1% |
| 3Y | +201.4% | +194.8% | +6.6% | +175.4% |
| 5Y | +568.9% | +131.8% | +437.1% | +496.9% |
| All | +835.8% | +22.9% | +812.9% | +707.9% |
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