+63.6%
VSH vs FROG
+41.7%
+21.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +35.3% | -29.6% | -1.3% |
| 7D | -12.9% | +7.0% | -19.9% | -14.7% |
| 30D | -36.9% | +2.9% | -39.7% | -37.6% |
| 3M | -28.8% | +21.6% | -50.4% | -32.2% |
| 6M | -30.3% | +87.7% | -118.0% | -38.8% |
| YTD | +62.4% | +61.7% | +0.7% | +43.4% |
| 1Y | +62.5% | +113.7% | -51.1% | +34.9% |
| 3Y | +7.4% | +267.7% | -260.3% | -22.1% |
| 5Y | +25.4% | +158.8% | -133.4% | -10.3% |
| All | +63.6% | +41.7% | +21.9% | +19.6% |
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