+121.4%
VT vs FROG
+22.9%
+98.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.3% |
| 7D | +0.4% | -11.3% | +11.7% | +1.6% |
| 30D | +1.0% | +3.6% | -2.7% | +0.4% |
| 3M | +2.4% | +1.7% | +0.7% | +1.7% |
| 6M | +12.0% | +123.5% | -111.5% | +1.4% |
| YTD | +15.3% | +40.2% | -24.9% | +9.0% |
| 1Y | +22.6% | +81.0% | -58.4% | +11.7% |
| 3Y | +74.7% | +194.8% | -120.1% | +44.5% |
| 5Y | +66.1% | +131.8% | -65.7% | +34.0% |
| All | +121.4% | +22.9% | +98.4% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling