+36.8%
FROG vs ZCMD
-100.0%
+136.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.5% |
| 7D | -2.2% | -2.0% | -0.1% | -2.2% |
| 30D | +3.0% | -19.8% | +22.8% | +2.7% |
| 3M | +10.3% | -62.1% | +72.4% | +11.3% |
| 6M | +116.7% | -99.5% | +216.2% | +118.4% |
| YTD | +41.9% | -99.7% | +141.7% | +45.6% |
| 1Y | +78.5% | -99.9% | +178.4% | +86.9% |
| 3Y | +224.1% | -100.0% | +324.1% | +261.3% |
| 5Y | +142.4% | -100.0% | +242.4% | +173.9% |
| All | +36.8% | -100.0% | +136.8% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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