+348.6%
ZETA vs FROG
+335.2%
+13.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.4% |
| 7D | +18.1% | +12.5% | +5.6% | +14.4% |
| 30D | +13.6% | +23.5% | -10.0% | +5.9% |
| 3M | +23.7% | +19.4% | +4.3% | +15.9% |
| 6M | +128.5% | +77.0% | +51.5% | +93.4% |
| YTD | +80.1% | +81.9% | -1.8% | +46.6% |
| 1Y | +98.0% | +90.7% | +7.3% | +59.2% |
| 3Y | +348.6% | +328.5% | +20.1% | +147.0% |
| All | +348.6% | +335.2% | +13.3% | +147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling