-30.0%
ZTS vs FROG
+72.8%
-102.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | +1.0% | +48.2% | -47.2% | +4.2% |
| 30D | +12.4% | +11.4% | +1.0% | +13.8% |
| 3M | +13.6% | +28.5% | -15.0% | +16.3% |
| 6M | +9.3% | +63.7% | -54.4% | +14.2% |
| YTD | -32.6% | +77.1% | -109.7% | -29.7% |
| 1Y | -30.0% | +79.3% | -109.4% | -27.1% |
| All | -30.0% | +72.8% | -102.8% | -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 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