+43.0%
VMC vs FROG
+160.8%
-117.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +35.3% | -36.3% | -4.3% |
| 7D | +0.5% | +7.0% | -6.5% | -0.6% |
| 30D | +15.8% | +2.9% | +12.9% | +14.7% |
| 3M | +0.6% | +21.6% | -21.0% | -2.6% |
| 6M | -4.0% | +87.7% | -91.7% | -12.7% |
| YTD | -0.3% | +61.7% | -62.0% | -8.7% |
| 1Y | -0.5% | +113.7% | -114.2% | -13.2% |
| 3Y | +39.6% | +267.7% | -228.2% | +5.2% |
| All | +43.0% | +160.8% | -117.8% | +8.0% |
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