+37.5%
ZM vs FROG
+206.6%
-169.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.0% |
| YTD | +17.4% | +40.2% | -22.8% | +9.0% |
| 1Y | +22.4% | +81.0% | -58.6% | +8.3% |
| All | +37.5% | +206.6% | -169.1% | +7.8% |
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 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