+317.2%
FROG vs Z
-20.9%
+338.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | +48.2% | -4.9% | +53.1% | +49.5% |
| 30D | +11.4% | +3.0% | +8.4% | +10.3% |
| 3M | +28.5% | -13.4% | +42.0% | +31.3% |
| 6M | +63.7% | -27.3% | +91.1% | +72.1% |
| YTD | +77.1% | -57.8% | +134.9% | +105.2% |
| 1Y | +79.3% | -60.0% | +139.4% | +109.7% |
| All | +317.2% | -20.9% | +338.1% | +364.8% |
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