+55.9%
FROG vs Z
-67.9%
+123.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -2.4% | +37.8% | +36.0% |
| 7D | +7.0% | -4.6% | +11.5% | +8.0% |
| 30D | +2.9% | +8.3% | -5.4% | -0.7% |
| 3M | +21.6% | -11.6% | +33.2% | +24.3% |
| 6M | +87.7% | -33.6% | +121.3% | +107.5% |
| YTD | +61.7% | -56.7% | +118.4% | +102.6% |
| 1Y | +113.7% | -59.1% | +172.8% | +172.5% |
| 3Y | +267.7% | -20.4% | +288.1% | +248.0% |
| 5Y | +158.8% | -55.3% | +214.1% | +176.0% |
| All | +55.9% | -67.9% | +123.7% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling