-74.4%
QID vs FROG
+202.6%
-277.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.1% |
| 7D | -2.7% | -5.5% | +2.8% | -4.0% |
| 30D | +1.8% | -3.1% | +4.9% | +1.6% |
| 3M | -2.2% | +1.2% | -3.4% | -0.3% |
| 6M | -32.1% | +113.7% | -145.8% | -15.8% |
| YTD | -28.6% | +38.9% | -67.4% | -19.5% |
| 1Y | -36.3% | +72.0% | -108.3% | -22.8% |
| 3Y | -74.4% | +217.1% | -291.5% | -59.2% |
| All | -74.4% | +202.6% | -277.0% | -59.2% |
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