+311.0%
QLD vs FROG
+22.9%
+288.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.7% | +1.4% |
| 7D | +0.6% | -11.3% | +11.8% | +4.5% |
| 30D | -0.1% | +3.6% | -3.8% | -1.9% |
| 3M | -8.4% | +1.7% | -10.0% | -10.1% |
| 6M | +32.2% | +123.5% | -91.3% | -3.4% |
| YTD | +28.9% | +40.2% | -11.3% | +7.7% |
| 1Y | +43.8% | +81.0% | -37.2% | +6.8% |
| 3Y | +176.6% | +194.8% | -18.2% | +52.9% |
| 5Y | +121.6% | +131.8% | -10.2% | +21.2% |
| All | +311.0% | +22.9% | +288.1% | +149.5% |
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