+67.0%
FROG vs Z
-66.7%
+133.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.8% | +3.3% | +6.0% |
| 7D | +27.1% | -5.2% | +32.3% | +28.9% |
| 30D | +5.8% | +5.7% | +0.1% | +3.2% |
| 3M | +20.8% | -8.7% | +29.6% | +22.4% |
| 6M | +53.3% | -26.0% | +79.3% | +64.8% |
| YTD | +73.2% | -55.0% | +128.2% | +114.8% |
| 1Y | +80.3% | -58.0% | +138.3% | +128.0% |
| 3Y | +318.3% | -15.2% | +333.5% | +288.3% |
| 5Y | +179.9% | -53.8% | +233.7% | +196.0% |
| All | +67.0% | -66.7% | +133.6% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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