+83.1%
VSH vs FROG
+78.6%
+4.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +7.1% | +6.3% | +11.8% |
| 7D | +3.5% | +27.1% | -23.6% | -2.1% |
| 30D | -22.4% | +5.8% | -28.2% | -24.1% |
| 3M | -25.2% | +20.8% | -46.0% | -28.6% |
| 6M | -22.5% | +53.3% | -75.9% | -28.0% |
| YTD | +84.2% | +73.2% | +11.0% | +67.4% |
| All | +83.1% | +78.6% | +4.5% | +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 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