+78.9%
VOO vs FROG
+202.6%
-123.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +0.5% | -5.5% | +6.0% | +1.0% |
| 30D | -0.9% | -3.1% | +2.2% | -0.8% |
| 3M | +3.9% | +1.2% | +2.7% | +3.3% |
| 6M | +14.5% | +113.7% | -99.1% | +5.9% |
| YTD | +13.0% | +38.9% | -25.9% | +8.2% |
| 1Y | +19.4% | +72.0% | -52.6% | +11.2% |
| 3Y | +78.9% | +217.1% | -138.2% | +50.0% |
| All | +78.9% | +202.6% | -123.7% | +50.0% |
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 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