+567.3%
VRT vs FROG
+160.8%
+406.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +35.3% | -31.9% | -5.9% |
| 7D | -21.4% | +7.0% | -28.3% | -23.5% |
| 30D | -25.8% | +2.9% | -28.7% | -27.3% |
| 3M | -33.5% | +21.6% | -55.1% | -38.5% |
| 6M | -49.0% | +87.7% | -136.7% | -59.3% |
| YTD | +12.9% | +61.7% | -48.7% | -8.8% |
| 1Y | 0.0% | +113.7% | -113.7% | -28.1% |
| 3Y | +361.8% | +267.7% | +94.1% | +144.3% |
| All | +567.3% | +160.8% | +406.5% | +255.1% |
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