+22.4%
VZ vs FROG
+118.5%
-96.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +35.3% | -36.3% | +1.0% |
| 7D | +2.1% | +7.0% | -4.8% | +2.8% |
| 30D | +1.4% | +2.9% | -1.5% | +2.0% |
| 3M | -1.3% | +21.6% | -22.9% | +0.2% |
| 6M | -0.5% | +87.7% | -88.2% | +3.2% |
| YTD | +19.6% | +61.7% | -42.0% | +24.4% |
| 1Y | +22.4% | +113.7% | -91.3% | +27.3% |
| All | +22.4% | +118.5% | -96.1% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling