-30.6%
VRSK vs FROG
+83.7%
-114.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.3% |
| 7D | -3.1% | -11.3% | +8.2% | -2.5% |
| 30D | -1.6% | +3.6% | -5.2% | -1.9% |
| 3M | +3.5% | +1.7% | +1.8% | +3.2% |
| 6M | -13.4% | +123.5% | -136.9% | -17.9% |
| YTD | -16.5% | +40.2% | -56.8% | -19.6% |
| 1Y | -30.6% | +81.0% | -111.6% | -33.5% |
| All | -30.6% | +83.7% | -114.3% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling