-42.3%
ZS vs FROG
+125.4%
-167.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.2% |
| 7D | -9.2% | -5.5% | -3.7% | -6.8% |
| 30D | -4.0% | -3.1% | -0.9% | -2.7% |
| 3M | +25.3% | +1.2% | +24.1% | +23.1% |
| 6M | -1.3% | +113.7% | -115.0% | -32.2% |
| YTD | -28.0% | +38.9% | -66.9% | -41.0% |
| 1Y | -42.5% | +72.0% | -114.5% | -58.4% |
| 3Y | +0.7% | +217.1% | -216.4% | -57.0% |
| 5Y | -42.3% | +130.6% | -172.9% | -73.6% |
| All | -42.3% | +125.4% | -167.7% | -73.6% |
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