+24.9%
VSH vs FROG
+160.8%
-135.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +35.3% | -29.6% | -2.3% |
| 7D | -12.9% | +7.0% | -19.9% | -14.9% |
| 30D | -36.9% | +2.9% | -39.7% | -37.7% |
| 3M | -28.8% | +21.6% | -50.4% | -32.7% |
| 6M | -30.3% | +87.7% | -118.0% | -40.1% |
| YTD | +62.4% | +61.7% | +0.7% | +40.6% |
| 1Y | +62.5% | +113.7% | -51.1% | +30.4% |
| 3Y | +7.4% | +267.7% | -260.3% | -28.0% |
| All | +24.9% | +160.8% | -135.9% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling