+24.6%
VMC vs FROG
+206.6%
-182.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.1% |
| 7D | -4.3% | -11.3% | +7.0% | -3.6% |
| 30D | -8.2% | +3.6% | -11.9% | -8.5% |
| 3M | -7.0% | +1.7% | -8.7% | -7.4% |
| 6M | -10.8% | +123.5% | -134.3% | -16.9% |
| YTD | -7.4% | +40.2% | -47.6% | -10.6% |
| 1Y | -9.5% | +81.0% | -90.5% | -15.3% |
| All | +24.6% | +206.6% | -182.0% | +5.9% |
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 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