+379.7%
VRT vs FROG
+335.2%
+44.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.3% | -4.1% |
| 7D | +10.5% | +12.5% | -2.0% | +8.2% |
| 30D | -9.3% | +23.5% | -32.8% | -13.3% |
| 3M | -29.6% | +19.4% | -49.0% | -32.6% |
| 6M | -45.4% | +77.0% | -122.4% | -51.6% |
| YTD | +24.8% | +81.9% | -57.1% | +7.4% |
| 1Y | +23.6% | +90.7% | -67.1% | +4.9% |
| 3Y | +379.7% | +328.5% | +51.2% | +185.6% |
| All | +379.7% | +335.2% | +44.4% | +185.6% |
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 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