+153.2%
QQQM vs FROG
+14.1%
+139.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.5% | -5.5% | +7.0% | +2.4% |
| 30D | -0.7% | -3.1% | +2.5% | -0.4% |
| 3M | +0.4% | +1.2% | -0.8% | -0.6% |
| 6M | +20.1% | +113.7% | -93.6% | +3.4% |
| YTD | +17.2% | +38.9% | -21.6% | +7.4% |
| 1Y | +24.7% | +72.0% | -47.2% | +8.7% |
| 3Y | +96.6% | +217.1% | -120.6% | +42.9% |
| 5Y | +95.0% | +130.6% | -35.6% | +40.1% |
| All | +153.2% | +14.1% | +139.1% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling