+801.3%
VST vs FROG
+22.9%
+778.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +3.9% |
| 7D | +8.9% | -11.3% | +20.2% | +10.3% |
| 30D | +6.2% | +3.6% | +2.6% | +5.4% |
| 3M | -2.7% | +1.7% | -4.4% | -3.5% |
| 6M | -8.4% | +123.5% | -131.9% | -18.5% |
| YTD | -7.2% | +40.2% | -47.5% | -13.1% |
| 1Y | -20.9% | +81.0% | -101.9% | -29.0% |
| 3Y | +384.0% | +194.8% | +189.2% | +299.7% |
| 5Y | +757.1% | +131.8% | +625.3% | +589.0% |
| All | +801.3% | +22.9% | +778.3% | +650.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling