-26.7%
ZTS vs FROG
+83.7%
-110.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.4% | +9.9% | +7.3% |
| 7D | +15.4% | -14.1% | +29.5% | +14.4% |
| 30D | +25.8% | -11.8% | +37.5% | +24.9% |
| 3M | +18.1% | +0.1% | +18.0% | +18.4% |
| 6M | -19.7% | +64.2% | -84.0% | -17.2% |
| YTD | -27.5% | +38.2% | -65.7% | -25.9% |
| 1Y | -26.7% | +85.4% | -112.1% | -25.9% |
| All | -26.7% | +83.7% | -110.4% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling