+122.8%
VSH vs FROG
+22.9%
+99.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.3% | +7.8% | +5.1% |
| 7D | +4.1% | -11.3% | +15.3% | +6.4% |
| 30D | -4.2% | +3.6% | -7.8% | -5.0% |
| 3M | -50.0% | +1.7% | -51.6% | -50.3% |
| 6M | +80.2% | +123.5% | -43.3% | +54.6% |
| YTD | +121.1% | +40.2% | +80.8% | +102.6% |
| 1Y | +112.0% | +81.0% | +31.0% | +83.5% |
| 3Y | +22.5% | +194.8% | -172.2% | -6.8% |
| 5Y | +64.0% | +131.8% | -67.8% | +21.3% |
| All | +122.8% | +22.9% | +99.8% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling