+133.5%
QLD vs FROG
+176.4%
-42.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -13.6% | +0.8% | -9.5% |
| 7D | -18.6% | -24.5% | +5.9% | -12.9% |
| 30D | -28.3% | -24.3% | -4.0% | -23.5% |
| 3M | -20.4% | -11.7% | -8.7% | -18.5% |
| 6M | -14.3% | +37.1% | -51.4% | -21.6% |
| YTD | +2.8% | +19.5% | -16.7% | -4.7% |
| 1Y | -1.2% | +61.8% | -63.0% | -16.9% |
| All | +133.5% | +176.4% | -42.9% | +59.7% |
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 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