-29.5%
ZBH vs FROG
+133.6%
-163.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -4.9% | -4.8% | -0.1% | -4.6% |
| 30D | -3.2% | -0.9% | -2.3% | -3.3% |
| 3M | +5.8% | +7.5% | -1.6% | +4.7% |
| 6M | +2.0% | +107.0% | -105.0% | -5.4% |
| YTD | +5.8% | +39.8% | -34.0% | +1.0% |
| 1Y | -7.9% | +74.8% | -82.8% | -14.5% |
| 3Y | -19.4% | +219.3% | -238.6% | -34.4% |
| 5Y | -29.5% | +133.0% | -162.5% | -41.0% |
| All | -29.5% | +133.6% | -163.1% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling