+242.2%
ZETA vs FROG
+95.3%
+146.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -0.1% | -4.8% | +4.7% | +1.7% |
| 30D | +10.5% | -0.9% | +11.4% | +10.2% |
| 3M | +44.3% | +7.5% | +36.8% | +38.4% |
| 6M | +59.4% | +107.0% | -47.6% | +18.0% |
| YTD | +49.5% | +39.8% | +9.7% | +24.7% |
| 1Y | +62.7% | +74.8% | -12.1% | +21.8% |
| 3Y | +274.6% | +219.3% | +55.4% | +88.0% |
| 5Y | +349.3% | +133.0% | +216.4% | +111.2% |
| All | +242.2% | +95.3% | +146.8% | +58.0% |
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 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