-50.1%
ZTS vs FROG
+73.1%
-123.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -3.8% | -4.8% | +1.1% | -4.0% |
| 30D | -2.0% | -0.9% | -1.1% | -2.1% |
| 3M | -10.2% | +7.5% | -17.7% | -9.7% |
| 6M | -39.4% | +107.0% | -146.4% | -38.5% |
| YTD | -40.8% | +39.8% | -80.6% | -39.8% |
| 1Y | -50.1% | +74.8% | -124.9% | -50.7% |
| All | -50.1% | +73.1% | -123.2% | -50.7% |
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