+116.6%
VT vs FROG
+21.1%
+95.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.0% |
| 7D | -0.3% | -14.1% | +13.8% | +1.2% |
| 30D | -1.4% | -11.8% | +10.3% | -0.4% |
| 3M | -1.4% | +0.1% | -1.5% | -2.0% |
| 6M | +5.5% | +64.2% | -58.7% | -1.3% |
| YTD | +12.8% | +38.2% | -25.4% | +6.4% |
| 1Y | +15.4% | +85.4% | -70.0% | +4.5% |
| 3Y | +76.9% | +221.8% | -144.9% | +44.4% |
| 5Y | +60.4% | +143.6% | -83.1% | +28.7% |
| All | +116.6% | +21.1% | +95.4% | +78.7% |
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 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