+112.2%
VSH vs FROG
+73.1%
+39.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +3.5% | -4.8% | +8.3% | +4.3% |
| 30D | -4.4% | -0.9% | -3.4% | -4.3% |
| 3M | -45.8% | +7.5% | -53.3% | -46.4% |
| 6M | +90.1% | +107.0% | -16.9% | +78.7% |
| YTD | +120.3% | +39.8% | +80.5% | +110.6% |
| 1Y | +112.2% | +74.8% | +37.4% | +102.2% |
| All | +112.2% | +73.1% | +39.2% | +102.2% |
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