+181.1%
FROG vs ZYBT
-58.4%
+239.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -4.8% | -3.7% | -1.1% | -4.8% |
| 30D | -0.9% | -12.8% | +11.8% | -0.9% |
| 3M | +7.5% | +76.2% | -68.7% | +5.9% |
| 6M | +107.0% | +109.3% | -2.3% | +103.9% |
| YTD | +39.8% | +36.5% | +3.3% | +37.5% |
| 1Y | +74.8% | -84.0% | +158.8% | +70.1% |
| All | +181.1% | -58.4% | +239.5% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling