+11.1%
VZ vs FROG
+4.7%
+6.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.6% | +13.5% | -0.4% |
| 7D | +5.6% | -24.5% | +30.1% | +5.0% |
| 30D | +1.9% | -24.3% | +26.1% | +1.3% |
| 3M | +0.8% | -11.7% | +12.5% | +0.6% |
| 6M | +0.6% | +37.1% | -36.5% | +1.2% |
| YTD | +20.8% | +19.5% | +1.3% | +21.6% |
| 1Y | +23.9% | +61.8% | -37.9% | +25.1% |
| 3Y | +55.7% | +178.1% | -122.4% | +57.4% |
| 5Y | +21.5% | +91.2% | -69.7% | +21.3% |
| All | +11.1% | +4.7% | +6.4% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling