-91.3%
QID vs FROG
+22.9%
-114.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | -1.5% |
| 7D | -0.6% | -11.3% | +10.7% | -4.3% |
| 30D | 0.0% | +3.6% | -3.6% | +2.1% |
| 3M | +3.7% | +1.7% | +2.1% | +6.6% |
| 6M | -29.9% | +123.5% | -153.4% | -3.1% |
| YTD | -28.8% | +40.2% | -69.0% | -15.3% |
| 1Y | -37.2% | +81.0% | -118.2% | -16.2% |
| 3Y | -73.7% | +194.8% | -268.5% | -50.4% |
| 5Y | -80.7% | +131.8% | -212.6% | -56.8% |
| All | -91.3% | +22.9% | -114.3% | -82.1% |
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