+54.4%
VXUS vs FROG
+129.7%
-75.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.8% |
| 7D | +1.0% | -11.3% | +12.3% | +2.1% |
| 30D | +2.2% | +3.6% | -1.4% | +1.6% |
| 3M | +3.0% | +1.7% | +1.3% | +2.3% |
| 6M | +10.7% | +123.5% | -112.9% | +1.2% |
| YTD | +17.8% | +40.2% | -22.4% | +12.1% |
| 1Y | +27.6% | +81.0% | -53.4% | +17.2% |
| 3Y | +73.3% | +194.8% | -121.4% | +44.1% |
| All | +54.4% | +129.7% | -75.3% | +30.4% |
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