+132.8%
VTR vs FROG
+202.6%
-69.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -2.4% | -5.5% | +3.1% | -2.4% |
| 30D | -3.7% | -3.1% | -0.6% | -3.7% |
| 3M | +13.5% | +1.2% | +12.3% | +13.6% |
| 6M | +7.2% | +113.7% | -106.5% | +6.0% |
| YTD | +17.6% | +38.9% | -21.3% | +17.2% |
| 1Y | +35.4% | +72.0% | -36.6% | +33.7% |
| 3Y | +132.8% | +217.1% | -84.3% | +102.5% |
| All | +132.8% | +202.6% | -69.8% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling