+227.8%
VST vs FROG
+176.4%
+51.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -13.6% | +7.4% | -4.1% |
| 7D | -19.9% | -24.5% | +4.6% | -16.6% |
| 30D | -29.7% | -24.3% | -5.4% | -26.8% |
| 3M | -19.6% | -11.7% | -7.9% | -18.5% |
| 6M | -29.4% | +37.1% | -66.5% | -34.0% |
| YTD | -29.7% | +19.5% | -49.2% | -33.7% |
| 1Y | -40.0% | +61.8% | -101.8% | -47.7% |
| All | +227.8% | +176.4% | +51.4% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling