+29.2%
VTRS vs FROG
+22.3%
+6.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.9% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | +3.3% | +1.3% | +2.0% | +3.0% |
| 3M | +2.0% | +11.1% | -9.1% | +0.7% |
| 6M | +19.9% | +108.3% | -88.4% | +11.4% |
| YTD | +35.7% | +39.6% | -3.8% | +29.7% |
| 1Y | +68.1% | +74.7% | -6.6% | +56.7% |
| 3Y | +87.1% | +224.1% | -137.0% | +59.2% |
| 5Y | +47.6% | +138.4% | -90.8% | +23.6% |
| All | +29.2% | +22.3% | +6.9% | +12.3% |
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 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