+11.6%
VZ vs FROG
+45.3%
-33.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.4% |
| 7D | +2.4% | +17.0% | -14.7% | +2.9% |
| 30D | +11.2% | +1.3% | +9.9% | +11.5% |
| 3M | 0.0% | +17.5% | -17.5% | +0.6% |
| 6M | +1.3% | +46.8% | -45.5% | +2.3% |
| YTD | +21.3% | +65.8% | -44.5% | +23.2% |
| 1Y | +23.9% | +61.0% | -37.0% | +25.9% |
| 3Y | +57.7% | +296.7% | -239.1% | +60.9% |
| 5Y | +21.2% | +177.8% | -156.6% | +22.2% |
| All | +11.6% | +45.3% | -33.7% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling