+36.7%
VTR vs FROG
+83.7%
-47.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -2.1% |
| 7D | -1.7% | -11.3% | +9.6% | -2.0% |
| 30D | -2.4% | +3.6% | -6.1% | -2.2% |
| 3M | +14.8% | +1.7% | +13.1% | +15.3% |
| 6M | +5.3% | +123.5% | -118.2% | +7.8% |
| YTD | +18.1% | +40.2% | -22.2% | +20.1% |
| 1Y | +36.7% | +81.0% | -44.3% | +38.3% |
| All | +36.7% | +83.7% | -47.0% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling