+252.6%
ZETA vs FROG
+96.0%
+156.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.7% | -2.8% |
| 7D | +2.7% | -11.3% | +13.9% | +7.0% |
| 30D | +15.8% | +3.6% | +12.2% | +13.6% |
| 3M | +35.4% | +1.7% | +33.7% | +32.6% |
| 6M | +67.1% | +123.5% | -56.4% | +20.1% |
| YTD | +54.1% | +40.2% | +13.8% | +28.3% |
| 1Y | +67.8% | +81.0% | -13.2% | +23.9% |
| 3Y | +311.4% | +194.8% | +116.7% | +115.5% |
| 5Y | +324.8% | +131.8% | +193.0% | +99.4% |
| All | +252.6% | +96.0% | +156.7% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling