-22.2%
ZBH vs FROG
+55.2%
-77.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.8% |
| 7D | -2.1% | +48.2% | -50.4% | -4.5% |
| 30D | +13.6% | +11.4% | +2.2% | +12.5% |
| 3M | +7.1% | +28.5% | -21.4% | +4.9% |
| 6M | +26.1% | +63.7% | -37.6% | +21.0% |
| YTD | +17.2% | +77.1% | -59.9% | +10.8% |
| 1Y | +17.4% | +79.3% | -62.0% | +10.7% |
| 3Y | +2.0% | +323.8% | -321.7% | -14.0% |
| 5Y | -15.0% | +198.9% | -213.9% | -29.7% |
| All | -22.2% | +55.2% | -77.4% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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