-76.1%
ZM vs FROG
+55.2%
-131.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +10.0% | +48.2% | -38.2% | -4.3% |
| 30D | -0.5% | +11.4% | -11.9% | -5.9% |
| 3M | -7.1% | +28.5% | -35.6% | -16.6% |
| 6M | -5.1% | +63.7% | -68.8% | -22.1% |
| YTD | +13.2% | +77.1% | -63.9% | -12.9% |
| 1Y | +15.3% | +79.3% | -64.0% | -11.9% |
| 3Y | +57.4% | +323.8% | -266.3% | -25.4% |
| 5Y | -61.7% | +198.9% | -260.6% | -80.7% |
| All | -76.1% | +55.2% | -131.2% | -85.8% |
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