-13.9%
VMC vs FROG
+73.1%
-87.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -3.9% | -3.3% |
| 7D | -5.3% | -4.8% | -0.5% | -5.3% |
| 30D | -12.3% | -0.9% | -11.3% | -12.2% |
| 3M | -10.3% | +7.5% | -17.7% | -10.1% |
| 6M | -8.6% | +107.0% | -115.6% | -10.0% |
| YTD | -11.9% | +39.8% | -51.7% | -12.0% |
| 1Y | -13.9% | +74.8% | -88.7% | -14.5% |
| All | -13.9% | +73.1% | -87.0% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling