+236.0%
QLD vs FROG
+41.7%
+194.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +35.3% | -32.8% | -8.7% |
| 7D | -10.3% | +7.0% | -17.2% | -13.6% |
| 30D | -26.1% | +2.9% | -28.9% | -28.1% |
| 3M | -17.8% | +21.6% | -39.4% | -25.2% |
| 6M | -15.6% | +87.7% | -103.2% | -35.2% |
| YTD | +5.4% | +61.7% | -56.3% | -17.9% |
| 1Y | +5.2% | +113.7% | -108.4% | -27.8% |
| 3Y | +139.4% | +267.7% | -128.3% | +19.8% |
| 5Y | +66.7% | +158.8% | -92.1% | -14.0% |
| All | +236.0% | +41.7% | +194.3% | +90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling