+42.7%
VXUS vs FROG
+160.8%
-118.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +35.3% | -35.2% | -2.8% |
| 7D | -1.8% | +7.0% | -8.7% | -2.7% |
| 30D | -4.6% | +2.9% | -7.4% | -5.3% |
| 3M | -6.1% | +21.6% | -27.7% | -8.5% |
| 6M | -4.9% | +87.7% | -92.6% | -11.6% |
| YTD | +8.1% | +61.7% | -53.6% | +0.9% |
| 1Y | +12.1% | +113.7% | -101.6% | +0.9% |
| 3Y | +63.9% | +267.7% | -203.9% | +32.6% |
| All | +42.7% | +160.8% | -118.1% | +15.8% |
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