-76.4%
ZM vs FROG
+22.5%
-99.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.5% |
| 7D | +0.3% | -4.8% | +5.1% | +1.9% |
| 30D | -10.3% | -0.9% | -9.3% | -10.4% |
| 3M | -0.7% | +7.5% | -8.1% | -4.4% |
| 6M | +24.8% | +107.0% | -82.2% | -4.5% |
| YTD | +11.5% | +39.8% | -28.3% | -5.3% |
| 1Y | +12.3% | +74.8% | -62.5% | -13.6% |
| 3Y | +33.5% | +219.3% | -185.8% | -29.2% |
| 5Y | -67.5% | +133.0% | -200.5% | -81.9% |
| All | -76.4% | +22.5% | -99.0% | -84.5% |
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