-2.0%
VRSK vs FROG
+22.3%
-24.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -5.2% | -0.5% | -4.7% | -5.1% |
| 30D | -2.3% | +1.3% | -3.6% | -2.5% |
| 3M | -2.9% | +11.1% | -14.0% | -4.1% |
| 6M | -12.8% | +108.3% | -121.1% | -18.5% |
| YTD | -20.8% | +39.6% | -60.4% | -24.0% |
| 1Y | -33.2% | +74.7% | -108.0% | -37.3% |
| 3Y | -26.6% | +224.1% | -250.7% | -37.3% |
| 5Y | -11.3% | +138.4% | -149.7% | -25.2% |
| All | -2.0% | +22.3% | -24.3% | -13.6% |
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