+147.1%
VTV vs FROG
+59.4%
+87.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.1% |
| 7D | +2.9% | +12.5% | -9.6% | +2.3% |
| 30D | +3.8% | +23.5% | -19.7% | +2.4% |
| 3M | +1.6% | +19.4% | -17.8% | +0.2% |
| 6M | +11.2% | +77.0% | -65.8% | +7.1% |
| YTD | +22.0% | +81.9% | -59.9% | +16.5% |
| 1Y | +24.9% | +90.7% | -65.8% | +18.8% |
| 3Y | +78.5% | +328.5% | -250.1% | +57.9% |
| 5Y | +77.8% | +207.0% | -129.3% | +54.8% |
| All | +147.1% | +59.4% | +87.7% | +116.4% |
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