-29.4%
VST vs FROG
+41.2%
-70.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -13.6% | +7.4% | -5.1% |
| 7D | -19.9% | -24.5% | +4.6% | -18.7% |
| 30D | -29.7% | -24.3% | -5.4% | -28.6% |
| 3M | -19.6% | -11.7% | -7.9% | -17.7% |
| 6M | -29.4% | +37.1% | -66.5% | -23.4% |
| All | -29.4% | +41.2% | -70.6% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling