+169.4%
QQQ vs FROG
+22.3%
+147.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.1% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | -1.2% | +1.3% | -2.5% | -1.7% |
| 3M | -0.2% | +11.1% | -11.3% | -2.7% |
| 6M | +17.9% | +108.3% | -90.4% | +1.9% |
| YTD | +16.6% | +39.6% | -22.9% | +6.7% |
| 1Y | +23.0% | +74.7% | -51.8% | +6.8% |
| 3Y | +92.9% | +224.1% | -131.1% | +39.7% |
| 5Y | +95.6% | +138.4% | -42.8% | +40.5% |
| All | +169.4% | +22.3% | +147.1% | +104.0% |
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