+141.8%
VTR vs FROG
+59.4%
+82.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | +0.2% | +12.5% | -12.3% | -0.1% |
| 30D | +5.5% | +23.5% | -18.1% | +4.6% |
| 3M | -0.9% | +19.4% | -20.3% | -1.7% |
| 6M | -0.4% | +77.0% | -77.4% | -3.0% |
| YTD | +17.0% | +81.9% | -64.8% | +13.3% |
| 1Y | +18.0% | +90.7% | -72.7% | +13.9% |
| 3Y | +127.4% | +328.5% | -201.2% | +103.4% |
| 5Y | +92.3% | +207.0% | -114.8% | +67.9% |
| All | +141.8% | +59.4% | +82.4% | +109.9% |
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