+94.5%
QQQ vs FROG
+133.6%
-39.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +1.0% | -4.8% | +5.8% | +1.9% |
| 30D | -0.6% | -0.9% | +0.3% | -0.8% |
| 3M | +1.3% | +7.5% | -6.1% | -0.8% |
| 6M | +18.1% | +107.0% | -88.9% | +1.2% |
| YTD | +16.9% | +39.8% | -22.9% | +6.4% |
| 1Y | +24.0% | +74.8% | -50.8% | +6.5% |
| 3Y | +95.6% | +219.3% | -123.7% | +35.7% |
| 5Y | +94.5% | +133.0% | -38.5% | +35.6% |
| All | +94.5% | +133.6% | -39.1% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling