+85.4%
FROG vs ZYBT
-42.3%
+127.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.7% | -2.4% |
| 7D | -14.1% | -3.5% | -10.5% | -14.1% |
| 30D | -11.8% | +15.1% | -26.9% | -11.8% |
| 3M | +0.1% | +7.0% | -6.9% | 0.0% |
| 6M | +64.2% | +37.7% | +26.5% | +63.2% |
| YTD | +38.2% | +19.1% | +19.1% | +36.8% |
| 1Y | +85.4% | -38.3% | +123.7% | +85.9% |
| All | +85.4% | -42.3% | +127.7% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling