+67.8%
VTV vs FROG
+219.3%
-151.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.7% | -4.8% | +4.1% | -0.4% |
| 30D | -0.5% | -0.9% | +0.5% | -0.5% |
| 3M | +5.3% | +7.5% | -2.2% | +4.7% |
| 6M | +12.9% | +107.0% | -94.1% | +7.9% |
| YTD | +18.5% | +39.8% | -21.3% | +15.5% |
| 1Y | +25.3% | +74.8% | -49.5% | +19.7% |
| All | +67.8% | +219.3% | -151.5% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling