+143.3%
VTR vs FROG
+22.3%
+120.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +1.1% | +1.3% | -0.2% | +1.0% |
| 3M | +7.9% | +11.1% | -3.2% | +7.3% |
| 6M | +6.2% | +108.3% | -102.2% | +2.3% |
| YTD | +17.7% | +39.6% | -21.8% | +15.2% |
| 1Y | +32.9% | +74.7% | -41.8% | +28.0% |
| 3Y | +129.7% | +224.1% | -94.4% | +107.5% |
| 5Y | +89.3% | +138.4% | -49.1% | +67.0% |
| All | +143.3% | +22.3% | +120.9% | +113.4% |
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