-32.0%
VST vs FROG
+118.5%
-150.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +35.3% | -24.8% | +6.5% |
| 7D | -9.8% | +7.0% | -16.8% | -11.7% |
| 30D | -25.1% | +2.9% | -28.0% | -26.6% |
| 3M | -11.6% | +21.6% | -33.2% | -13.9% |
| 6M | -20.9% | +87.7% | -108.6% | -24.6% |
| YTD | -22.3% | +61.7% | -84.0% | -26.2% |
| 1Y | -32.0% | +113.7% | -145.7% | -38.2% |
| All | -32.0% | +118.5% | -150.5% | -38.2% |
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