-35.6%
QID vs FROG
+73.7%
-109.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.6% |
| 7D | -1.9% | -4.8% | +2.9% | -2.7% |
| 30D | +1.7% | -0.9% | +2.7% | +1.9% |
| 3M | -3.9% | +7.5% | -11.4% | -2.0% |
| 6M | -30.0% | +107.0% | -137.0% | -21.9% |
| YTD | -28.2% | +39.8% | -68.0% | -23.0% |
| All | -35.6% | +73.7% | -109.4% | -29.7% |
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