+328.5%
FROG vs Z
-18.1%
+346.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.1% |
| 7D | +12.5% | +0.8% | +11.7% | +12.4% |
| 30D | +23.5% | +5.2% | +18.3% | +21.9% |
| 3M | +19.4% | -17.0% | +36.4% | +23.0% |
| 6M | +77.0% | -22.7% | +99.7% | +83.9% |
| YTD | +81.9% | -56.3% | +138.2% | +109.5% |
| 1Y | +90.7% | -57.7% | +148.3% | +120.7% |
| 3Y | +328.5% | -16.5% | +345.1% | +374.4% |
| All | +328.5% | -18.1% | +346.6% | +374.4% |
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