+57.3%
VUG vs FROG
+160.8%
-103.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +35.3% | -34.4% | -5.0% |
| 7D | -3.4% | +7.0% | -10.4% | -5.4% |
| 30D | -11.1% | +2.9% | -14.0% | -12.5% |
| 3M | -7.2% | +21.6% | -28.9% | -11.9% |
| 6M | -4.1% | +87.7% | -91.8% | -17.1% |
| YTD | +1.4% | +61.7% | -60.3% | -11.4% |
| 1Y | +1.9% | +113.7% | -111.8% | -17.0% |
| 3Y | +77.7% | +267.7% | -190.0% | +17.9% |
| All | +57.3% | +160.8% | -103.5% | +6.0% |
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 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