+42.5%
VNQ vs FROG
+22.3%
+20.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | -2.6% | +1.3% | -3.9% | -2.8% |
| 3M | -2.0% | +11.1% | -13.1% | -3.2% |
| 6M | +4.3% | +108.3% | -104.0% | -3.0% |
| YTD | +9.2% | +39.6% | -30.3% | +4.6% |
| 1Y | +5.6% | +74.7% | -69.1% | -1.7% |
| 3Y | +30.8% | +224.1% | -193.2% | +10.5% |
| 5Y | +8.0% | +138.4% | -130.4% | -10.6% |
| All | +42.5% | +22.3% | +20.2% | +19.9% |
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 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