+227.7%
QLD vs FROG
+4.7%
+223.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -13.6% | +0.8% | -8.2% |
| 7D | -18.6% | -24.5% | +5.9% | -10.5% |
| 30D | -28.3% | -24.3% | -4.0% | -21.5% |
| 3M | -20.4% | -11.7% | -8.7% | -18.1% |
| 6M | -14.3% | +37.1% | -51.4% | -25.8% |
| YTD | +2.8% | +19.5% | -16.7% | -10.1% |
| 1Y | -1.2% | +61.8% | -63.0% | -24.6% |
| 3Y | +135.3% | +178.1% | -42.8% | +30.9% |
| 5Y | +62.6% | +91.2% | -28.7% | -5.8% |
| All | +227.7% | +4.7% | +223.0% | +108.3% |
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