+268.6%
QLD vs FROG
+55.2%
+213.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | +12.5% | +48.2% | -35.7% | -2.7% |
| 30D | -15.7% | +11.4% | -27.1% | -20.0% |
| 3M | -11.9% | +28.5% | -40.5% | -21.1% |
| 6M | -10.3% | +63.7% | -74.0% | -27.1% |
| YTD | +15.6% | +77.1% | -61.5% | -12.6% |
| 1Y | +12.1% | +79.3% | -67.2% | -15.8% |
| 3Y | +150.7% | +323.8% | -173.1% | +19.2% |
| 5Y | +86.6% | +198.9% | -112.3% | -7.7% |
| All | +268.6% | +55.2% | +213.4% | +102.6% |
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