+66.5%
VSH vs FROG
+129.7%
-63.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.3% | +7.8% | +5.2% |
| 7D | +4.1% | -11.3% | +15.3% | +6.7% |
| 30D | -4.2% | +3.6% | -7.8% | -5.1% |
| 3M | -50.0% | +1.7% | -51.6% | -50.4% |
| 6M | +80.2% | +123.5% | -43.3% | +50.6% |
| YTD | +121.1% | +40.2% | +80.8% | +99.8% |
| 1Y | +112.0% | +81.0% | +31.0% | +78.7% |
| 3Y | +22.5% | +194.8% | -172.2% | -12.8% |
| All | +66.5% | +129.7% | -63.2% | +17.7% |
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