-51.5%
ZTS vs FROG
+21.7%
-73.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.9% |
| 7D | -4.8% | -5.5% | +0.7% | -4.4% |
| 30D | +1.2% | -3.1% | +4.4% | +1.3% |
| 3M | -6.0% | +1.2% | -7.3% | -6.6% |
| 6M | -38.7% | +113.7% | -152.4% | -43.5% |
| YTD | -40.6% | +38.9% | -79.5% | -43.3% |
| 1Y | -50.6% | +72.0% | -122.6% | -54.2% |
| 3Y | -58.7% | +217.1% | -275.9% | -65.8% |
| 5Y | -62.8% | +130.6% | -193.4% | -69.8% |
| All | -51.5% | +21.7% | -73.2% | -59.5% |
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