+133.0%
FROG vs ZBRA
-40.4%
+173.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.7% |
| 7D | -4.8% | -1.8% | -3.0% | -4.1% |
| 30D | -0.9% | -8.8% | +7.9% | +3.2% |
| 3M | +7.5% | +47.2% | -39.8% | -12.2% |
| 6M | +107.0% | +61.3% | +45.7% | +59.1% |
| YTD | +39.8% | +42.0% | -2.2% | +13.1% |
| 1Y | +74.8% | +10.5% | +64.4% | +59.7% |
| 3Y | +219.3% | +34.5% | +184.8% | +145.1% |
| 5Y | +133.0% | -40.3% | +173.3% | +173.5% |
| All | +133.0% | -40.4% | +173.4% | +173.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling