+80.6%
VTV vs FROG
+133.6%
-53.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.6% |
| 3M | +5.3% | +7.5% | -2.2% | +4.4% |
| 6M | +12.9% | +107.0% | -94.1% | +6.3% |
| YTD | +18.5% | +39.8% | -21.3% | +14.3% |
| 1Y | +25.3% | +74.8% | -49.5% | +18.0% |
| 3Y | +68.2% | +219.3% | -151.1% | +45.5% |
| 5Y | +80.6% | +133.0% | -52.3% | +56.9% |
| All | +80.6% | +133.6% | -53.0% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling