+52.7%
VMC vs FROG
+125.4%
-72.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.5% |
| 7D | -0.5% | -5.5% | +5.0% | +0.1% |
| 30D | -9.1% | -3.1% | -6.0% | -9.0% |
| 3M | -4.1% | +1.2% | -5.4% | -4.8% |
| 6M | -5.5% | +113.7% | -119.2% | -15.5% |
| YTD | -8.9% | +38.9% | -47.8% | -14.4% |
| 1Y | -12.9% | +72.0% | -84.9% | -21.3% |
| 3Y | +22.1% | +217.1% | -195.0% | -5.4% |
| 5Y | +52.7% | +130.6% | -77.9% | +16.4% |
| All | +52.7% | +125.4% | -72.7% | +16.4% |
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