+98.9%
VSH vs FROG
+85.3%
+13.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.7% | -6.9% | -4.8% |
| 7D | +14.3% | +12.5% | +1.8% | +11.4% |
| 30D | -7.9% | +23.5% | -31.4% | -12.5% |
| 3M | -19.9% | +19.4% | -39.2% | -23.5% |
| 6M | -30.5% | +77.0% | -107.5% | -36.3% |
| YTD | +85.7% | +81.9% | +3.8% | +66.7% |
| 1Y | +98.9% | +90.7% | +8.3% | +76.4% |
| All | +98.9% | +85.3% | +13.6% | +76.4% |
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