+18.0%
QQQM vs FROG
+112.8%
-94.9%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -1.5% |
| 3M | -0.1% | +11.1% | -11.2% | -1.6% |
| 6M | +18.0% | +108.3% | -90.4% | +8.1% |
| All | +18.0% | +112.8% | -94.9% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling