-11.3%
VRSK vs FROG
+140.9%
-152.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -7.7% | -2.2% | -5.6% | -7.6% |
| 30D | -2.8% | +3.0% | -5.8% | -3.2% |
| 3M | -3.7% | +10.3% | -14.0% | -4.8% |
| 6M | -12.8% | +116.7% | -129.5% | -18.9% |
| YTD | -21.0% | +41.9% | -62.9% | -24.3% |
| 1Y | -32.5% | +78.5% | -111.0% | -36.9% |
| 3Y | -26.5% | +224.1% | -250.7% | -38.3% |
| All | -11.3% | +140.9% | -152.2% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling