+36.8%
FROG vs ZBRA
+32.3%
+4.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | -2.2% | -3.8% | +1.6% | -0.6% |
| 30D | +3.0% | -10.2% | +13.2% | +7.9% |
| 3M | +10.3% | +58.7% | -48.4% | -12.3% |
| 6M | +116.7% | +61.9% | +54.8% | +67.6% |
| YTD | +41.9% | +41.7% | +0.3% | +15.7% |
| 1Y | +78.5% | +12.4% | +66.2% | +61.9% |
| 3Y | +224.1% | +34.2% | +189.9% | +153.1% |
| 5Y | +142.4% | -40.8% | +183.2% | +164.6% |
| All | +36.8% | +32.3% | +4.6% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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