+608.4%
VST vs FROG
+207.6%
+400.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.5% |
| 7D | +6.6% | +12.5% | -5.9% | +4.7% |
| 30D | -12.4% | +23.5% | -35.9% | -15.8% |
| 3M | -9.0% | +19.4% | -28.4% | -12.4% |
| 6M | -6.4% | +77.0% | -83.5% | -15.3% |
| YTD | -17.2% | +81.9% | -99.1% | -26.8% |
| 1Y | -22.0% | +90.7% | -112.7% | -31.8% |
| 3Y | +296.7% | +328.5% | -31.9% | +196.1% |
| All | +608.4% | +207.6% | +400.8% | +398.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling