+208.6%
FROG vs Z
-32.8%
+241.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.9% |
| 7D | -11.3% | -3.0% | -8.3% | -10.7% |
| 30D | +3.6% | -4.2% | +7.8% | +4.4% |
| 3M | +1.7% | -3.7% | +5.4% | +1.9% |
| 6M | +123.5% | -24.5% | +148.0% | +132.9% |
| YTD | +40.2% | -49.3% | +89.5% | +57.2% |
| 1Y | +81.0% | -58.7% | +139.7% | +109.1% |
| All | +208.6% | -32.8% | +241.4% | +265.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling