+120.4%
VSH vs FROG
+21.7%
+98.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +6.2% | -5.5% | +11.7% | +7.3% |
| 30D | -11.1% | -3.1% | -8.0% | -10.8% |
| 3M | -44.9% | +1.2% | -46.1% | -45.2% |
| 6M | +90.0% | +113.7% | -23.7% | +64.4% |
| YTD | +118.8% | +38.9% | +79.9% | +100.9% |
| 1Y | +109.0% | +72.0% | +37.0% | +82.7% |
| 3Y | +35.6% | +217.1% | -181.5% | +1.9% |
| 5Y | +66.7% | +130.6% | -63.9% | +23.5% |
| All | +120.4% | +21.7% | +98.8% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling