+48.7%
ZS vs FROG
+45.3%
+3.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -0.3% |
| 7D | -13.4% | +17.0% | -30.4% | -21.6% |
| 30D | -16.6% | +1.3% | -17.9% | -19.8% |
| 3M | +10.3% | +17.5% | -7.1% | -0.3% |
| 6M | +28.1% | +46.8% | -18.6% | +4.9% |
| YTD | -13.3% | +65.8% | -79.1% | -35.3% |
| 1Y | -40.7% | +61.0% | -101.7% | -55.3% |
| 3Y | +11.4% | +296.7% | -285.4% | -52.7% |
| 5Y | -42.2% | +177.8% | -220.0% | -73.8% |
| All | +48.7% | +45.3% | +3.4% | -22.8% |
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