+156.5%
QQQ vs FROG
+59.4%
+97.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.6% |
| 7D | +3.6% | +12.5% | -8.9% | +1.6% |
| 30D | -6.7% | +23.5% | -30.3% | -10.8% |
| 3M | -7.0% | +19.4% | -26.4% | -11.0% |
| 6M | -4.7% | +77.0% | -81.7% | -15.3% |
| YTD | +11.1% | +81.9% | -70.8% | -3.9% |
| 1Y | +12.3% | +90.7% | -78.4% | -3.9% |
| 3Y | +83.3% | +328.5% | -245.2% | +25.6% |
| 5Y | +77.5% | +207.0% | -129.5% | +21.0% |
| All | +156.5% | +59.4% | +97.1% | +83.6% |
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