+139.0%
VRT vs FROG
+73.6%
+65.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.7% |
| 7D | +13.6% | -5.5% | +19.1% | +14.0% |
| 30D | +6.8% | -3.1% | +9.9% | +7.0% |
| 3M | -3.2% | +1.2% | -4.5% | -3.4% |
| 6M | +20.3% | +113.7% | -93.3% | +17.6% |
| YTD | +79.6% | +38.9% | +40.7% | +77.0% |
| 1Y | +139.0% | +72.0% | +67.0% | +137.4% |
| All | +139.0% | +73.6% | +65.4% | +137.4% |
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