+588.9%
VST vs FROG
+160.8%
+428.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +35.3% | -24.8% | +5.3% |
| 7D | -9.8% | +7.0% | -16.8% | -11.3% |
| 30D | -25.1% | +2.9% | -28.0% | -26.1% |
| 3M | -11.6% | +21.6% | -33.2% | -15.0% |
| 6M | -20.9% | +87.7% | -108.6% | -29.3% |
| YTD | -22.3% | +61.7% | -84.0% | -30.0% |
| 1Y | -32.0% | +113.7% | -145.7% | -42.0% |
| 3Y | +262.4% | +267.7% | -5.3% | +177.5% |
| All | +588.9% | +160.8% | +428.1% | +384.7% |
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