-72.0%
QS vs FROG
+22.5%
-94.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.7% | -7.3% | -6.9% |
| 7D | -4.2% | -4.8% | +0.6% | -2.3% |
| 30D | -15.7% | -0.9% | -14.7% | -16.1% |
| 3M | -28.7% | +7.5% | -36.1% | -31.7% |
| 6M | -23.2% | +107.0% | -130.3% | -46.7% |
| YTD | -49.9% | +39.8% | -89.7% | -60.2% |
| 1Y | -38.8% | +74.8% | -113.6% | -57.1% |
| 3Y | -24.0% | +219.3% | -243.3% | -68.5% |
| 5Y | -75.6% | +133.0% | -208.6% | -88.7% |
| All | -72.0% | +22.5% | -94.5% | -83.9% |
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