+0.6%
ZS vs FROG
+219.3%
-218.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -3.8% | -4.8% | +1.0% | -2.3% |
| 30D | -6.0% | -0.9% | -5.0% | -5.6% |
| 3M | +32.0% | +7.5% | +24.5% | +28.7% |
| 6M | +2.1% | +107.0% | -104.9% | -17.5% |
| YTD | -26.2% | +39.8% | -66.0% | -34.9% |
| 1Y | -41.2% | +74.8% | -116.0% | -51.1% |
| All | +0.6% | +219.3% | -218.6% | -27.1% |
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 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