+57.3%
VZ vs FROG
+176.4%
-119.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.6% | +13.5% | -0.7% |
| 7D | +5.6% | -24.5% | +30.1% | +4.3% |
| 30D | +1.9% | -24.3% | +26.1% | +0.8% |
| 3M | +0.8% | -11.7% | +12.5% | +0.4% |
| 6M | +0.6% | +37.1% | -36.5% | +2.2% |
| YTD | +20.8% | +19.5% | +1.3% | +22.7% |
| 1Y | +23.9% | +61.8% | -37.9% | +27.2% |
| All | +57.3% | +176.4% | -119.0% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling