+88.0%
VTR vs FROG
+133.6%
-45.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -2.9% | -4.8% | +1.9% | -2.7% |
| 30D | -2.8% | -0.9% | -1.9% | -2.9% |
| 3M | +9.0% | +7.5% | +1.6% | +8.4% |
| 6M | +5.0% | +107.0% | -102.1% | -0.3% |
| YTD | +16.9% | +39.8% | -22.9% | +13.6% |
| 1Y | +34.3% | +74.8% | -40.5% | +27.5% |
| 3Y | +131.6% | +219.3% | -87.7% | +98.6% |
| 5Y | +88.0% | +133.0% | -45.0% | +60.3% |
| All | +88.0% | +133.6% | -45.6% | +60.3% |
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 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