+22.4%
ZM vs FROG
+83.7%
-61.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.6% | +3.8% |
| 7D | +2.9% | -11.3% | +14.2% | +5.1% |
| 30D | +0.7% | +3.6% | -3.0% | -0.1% |
| 3M | -3.7% | +1.7% | -5.4% | -4.6% |
| 6M | +29.9% | +123.5% | -93.6% | +16.0% |
| YTD | +17.4% | +40.2% | -22.8% | +10.8% |
| 1Y | +22.4% | +81.0% | -58.6% | +14.9% |
| All | +22.4% | +83.7% | -61.3% | +14.9% |
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