-64.5%
ZM vs FROG
+182.9%
-247.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.1% | -0.1% |
| 7D | -0.3% | +27.1% | -27.4% | -9.0% |
| 30D | -6.2% | +5.8% | -12.0% | -9.6% |
| 3M | -12.2% | +20.8% | -33.1% | -19.5% |
| 6M | -16.0% | +53.3% | -69.4% | -29.3% |
| YTD | +6.3% | +73.2% | -66.9% | -17.0% |
| 1Y | +12.3% | +80.3% | -68.0% | -14.0% |
| 3Y | +51.2% | +318.3% | -267.1% | -31.0% |
| 5Y | -64.5% | +179.9% | -244.4% | -81.1% |
| All | -64.5% | +182.9% | -247.4% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling