+65.8%
ZETA vs FROG
+73.6%
-7.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -2.4% | -5.5% | +3.1% | -1.0% |
| 30D | +15.6% | -3.1% | +18.7% | +16.1% |
| 3M | +41.5% | +1.2% | +40.3% | +39.9% |
| 6M | +63.4% | +113.7% | -50.2% | +36.5% |
| YTD | +51.3% | +38.9% | +12.4% | +33.5% |
| 1Y | +65.8% | +72.0% | -6.2% | +47.2% |
| All | +65.8% | +73.6% | -7.8% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling