+75.3%
FROG vs ZBRA
+24.6%
+50.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +1.9% |
| 7D | +12.5% | +0.6% | +11.9% | +12.3% |
| 30D | +23.5% | -14.0% | +37.6% | +32.1% |
| 3M | +19.4% | -14.7% | +34.0% | +27.9% |
| 6M | +77.0% | +31.3% | +45.7% | +52.7% |
| YTD | +81.9% | +33.4% | +48.4% | +52.2% |
| 1Y | +90.7% | +34.1% | +56.5% | +59.1% |
| 3Y | +328.5% | +59.9% | +268.6% | +205.9% |
| 5Y | +207.0% | -45.3% | +252.3% | +246.5% |
| All | +75.3% | +24.6% | +50.8% | +38.9% |
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