-31.4%
ZBH vs FROG
+24.4%
-55.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.4% |
| 7D | -6.6% | -2.2% | -4.4% | -6.4% |
| 30D | -4.9% | +3.0% | -7.9% | -5.2% |
| 3M | +5.1% | +10.3% | -5.2% | +4.1% |
| 6M | +1.3% | +116.7% | -115.3% | -4.9% |
| YTD | +3.4% | +41.9% | -38.6% | -0.6% |
| 1Y | -8.7% | +78.5% | -87.2% | -14.1% |
| 3Y | -21.2% | +224.1% | -245.3% | -32.2% |
| 5Y | -29.2% | +142.4% | -171.6% | -40.6% |
| All | -31.4% | +24.4% | -55.8% | -42.7% |
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