+262.4%
VST vs FROG
+274.0%
-11.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +35.3% | -24.8% | +4.7% |
| 7D | -9.8% | +7.0% | -16.8% | -11.6% |
| 30D | -25.1% | +2.9% | -28.0% | -26.3% |
| 3M | -11.6% | +21.6% | -33.2% | -15.3% |
| 6M | -20.9% | +87.7% | -108.6% | -30.1% |
| YTD | -22.3% | +61.7% | -84.0% | -30.6% |
| 1Y | -32.0% | +113.7% | -145.7% | -43.5% |
| 3Y | +262.4% | +267.7% | -5.3% | +152.3% |
| All | +262.4% | +274.0% | -11.6% | +152.3% |
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