+64.2%
VWO vs FROG
+21.7%
+42.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +0.9% | -5.5% | +6.4% | +1.4% |
| 30D | +1.3% | -3.1% | +4.4% | +1.3% |
| 3M | +5.1% | +1.2% | +3.9% | +4.5% |
| 6M | +12.5% | +113.7% | -101.1% | +3.9% |
| YTD | +14.0% | +38.9% | -24.8% | +8.9% |
| 1Y | +19.7% | +72.0% | -52.3% | +11.2% |
| 3Y | +66.8% | +217.1% | -150.3% | +39.8% |
| 5Y | +36.2% | +130.6% | -94.4% | +13.6% |
| All | +64.2% | +21.7% | +42.5% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling