-67.2%
ZM vs FROG
+125.4%
-192.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.8% | -4.5% |
| 7D | +1.6% | -5.5% | +7.1% | +3.4% |
| 30D | -7.7% | -3.1% | -4.6% | -7.2% |
| 3M | -4.7% | +1.2% | -5.9% | -6.3% |
| 6M | +24.4% | +113.7% | -89.2% | -4.9% |
| YTD | +11.8% | +38.9% | -27.1% | -4.1% |
| 1Y | +13.4% | +72.0% | -58.6% | -11.5% |
| 3Y | +33.8% | +217.1% | -183.3% | -30.1% |
| 5Y | -67.2% | +130.6% | -197.8% | -82.7% |
| All | -67.2% | +125.4% | -192.5% | -82.7% |
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