+46.2%
VNQ vs FROG
+59.4%
-13.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.1% |
| 7D | +0.8% | +12.5% | -11.7% | 0.0% |
| 30D | +6.8% | +23.5% | -16.8% | +4.7% |
| 3M | -1.3% | +19.4% | -20.7% | -3.2% |
| 6M | +2.4% | +77.0% | -74.6% | -3.2% |
| YTD | +12.1% | +81.9% | -69.8% | +4.7% |
| 1Y | +12.0% | +90.7% | -78.7% | +4.0% |
| 3Y | +44.8% | +328.5% | -283.7% | +19.4% |
| 5Y | +6.9% | +207.0% | -200.2% | -13.6% |
| All | +46.2% | +59.4% | -13.1% | +20.1% |
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