+74.0%
VTI vs FROG
+136.2%
-62.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -2.0% | -2.2% | +0.1% | -1.8% |
| 30D | -1.9% | +3.0% | -4.9% | -2.6% |
| 3M | +4.5% | +10.3% | -5.8% | +2.5% |
| 6M | +12.6% | +116.7% | -104.1% | -0.5% |
| YTD | +12.0% | +41.9% | -29.9% | +4.1% |
| 1Y | +17.3% | +78.5% | -61.2% | +4.3% |
| 3Y | +75.3% | +224.1% | -148.8% | +33.0% |
| 5Y | +74.0% | +142.4% | -68.4% | +31.7% |
| All | +74.0% | +136.2% | -62.2% | +31.7% |
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 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