+582.6%
VST vs FROG
+4.7%
+577.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -13.6% | +7.4% | -4.5% |
| 7D | -19.9% | -24.5% | +4.6% | -17.2% |
| 30D | -29.7% | -24.3% | -5.4% | -27.4% |
| 3M | -19.6% | -11.7% | -7.9% | -18.7% |
| 6M | -29.4% | +37.1% | -66.5% | -33.0% |
| YTD | -29.7% | +19.5% | -49.2% | -33.0% |
| 1Y | -40.0% | +61.8% | -101.8% | -45.6% |
| 3Y | +231.0% | +178.1% | +52.9% | +176.4% |
| 5Y | +500.1% | +91.2% | +408.8% | +393.0% |
| All | +582.6% | +4.7% | +577.9% | +478.2% |
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