+138.3%
VTV vs FROG
+24.4%
+113.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | -2.1% | -2.2% | +0.1% | -1.9% |
| 30D | -1.3% | +3.0% | -4.3% | -1.6% |
| 3M | +5.6% | +10.3% | -4.7% | +4.8% |
| 6M | +12.4% | +116.7% | -104.3% | +6.9% |
| YTD | +17.6% | +41.9% | -24.3% | +14.2% |
| 1Y | +23.5% | +78.5% | -55.0% | +17.7% |
| 3Y | +67.0% | +224.1% | -157.1% | +50.3% |
| 5Y | +80.5% | +142.4% | -61.9% | +59.6% |
| All | +138.3% | +24.4% | +113.9% | +112.1% |
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 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