-77.0%
QID vs FROG
+207.6%
-284.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +3.5% |
| 7D | -7.1% | +12.5% | -19.6% | -3.0% |
| 30D | +12.6% | +23.5% | -10.9% | +24.8% |
| 3M | +14.2% | +19.4% | -5.1% | +26.2% |
| 6M | +6.2% | +77.0% | -70.8% | +38.0% |
| YTD | -21.8% | +81.9% | -103.7% | +5.9% |
| 1Y | -23.1% | +90.7% | -113.8% | +6.8% |
| 3Y | -71.3% | +328.5% | -399.8% | -30.3% |
| All | -77.0% | +207.6% | -284.6% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling