+79.6%
QQQ vs FROG
+195.3%
-115.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +6.4% | +48.2% | -41.9% | -1.4% |
| 30D | -7.5% | +11.4% | -18.9% | -10.1% |
| 3M | -4.8% | +28.5% | -33.4% | -10.4% |
| 6M | -2.5% | +63.7% | -66.2% | -12.8% |
| YTD | +12.4% | +77.1% | -64.7% | -3.1% |
| 1Y | +11.3% | +79.3% | -68.0% | -4.5% |
| 3Y | +85.0% | +323.8% | -238.8% | +20.0% |
| 5Y | +79.6% | +198.9% | -119.3% | +18.6% |
| All | +79.6% | +195.3% | -115.7% | +18.6% |
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