+144.0%
VTR vs FROG
+22.9%
+121.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.9% |
| 7D | -1.7% | -11.3% | +9.6% | -1.3% |
| 30D | -2.4% | +3.6% | -6.1% | -2.6% |
| 3M | +14.8% | +1.7% | +13.1% | +14.5% |
| 6M | +5.3% | +123.5% | -118.2% | +1.1% |
| YTD | +18.1% | +40.2% | -22.2% | +15.6% |
| 1Y | +36.7% | +81.0% | -44.3% | +31.4% |
| 3Y | +130.1% | +194.8% | -64.7% | +109.3% |
| 5Y | +89.5% | +131.8% | -42.3% | +67.1% |
| All | +144.0% | +22.9% | +121.1% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling