+64.6%
VTI vs FROG
+207.6%
-143.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.7% |
| 7D | +2.5% | +12.5% | -10.0% | +1.0% |
| 30D | -1.5% | +23.5% | -25.1% | -4.9% |
| 3M | -3.2% | +19.4% | -22.6% | -6.4% |
| 6M | +2.3% | +77.0% | -74.7% | -6.8% |
| YTD | +11.6% | +81.9% | -70.2% | -0.4% |
| 1Y | +13.8% | +90.7% | -76.9% | +0.6% |
| 3Y | +77.4% | +328.5% | -251.1% | +28.5% |
| All | +64.6% | +207.6% | -143.1% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling