+96.8%
VMC vs FROG
+22.5%
+74.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -3.9% | -3.3% |
| 7D | -5.3% | -4.8% | -0.5% | -4.9% |
| 30D | -12.3% | -0.9% | -11.3% | -12.3% |
| 3M | -10.3% | +7.5% | -17.7% | -11.2% |
| 6M | -8.6% | +107.0% | -115.6% | -15.9% |
| YTD | -11.9% | +39.8% | -51.7% | -16.2% |
| 1Y | -13.9% | +74.8% | -88.7% | -20.6% |
| 3Y | +18.2% | +219.3% | -201.1% | -1.7% |
| 5Y | +47.7% | +133.0% | -85.2% | +18.5% |
| All | +96.8% | +22.5% | +74.3% | +58.6% |
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