+1,504.2%
VRT vs FROG
+22.9%
+1,481.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.3% | +7.7% | +5.2% |
| 7D | +9.1% | -11.3% | +20.4% | +12.2% |
| 30D | +0.9% | +3.6% | -2.7% | -0.5% |
| 3M | -13.4% | +1.7% | -15.0% | -14.5% |
| 6M | +11.7% | +123.5% | -111.8% | -11.8% |
| YTD | +73.2% | +40.2% | +33.0% | +51.1% |
| 1Y | +123.4% | +81.0% | +42.4% | +77.9% |
| 3Y | +606.2% | +194.8% | +411.4% | +356.8% |
| 5Y | +899.9% | +131.8% | +768.1% | +513.7% |
| All | +1,504.2% | +22.9% | +1,481.3% | +926.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling