-49.1%
ZTS vs FROG
+274.0%
-323.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +35.3% | -38.6% | -3.4% |
| 7D | -0.4% | +7.0% | -7.4% | -0.3% |
| 30D | +11.7% | +2.9% | +8.8% | +11.9% |
| 3M | +3.5% | +21.6% | -18.2% | +3.2% |
| 6M | -27.6% | +87.7% | -115.3% | -28.8% |
| YTD | -35.5% | +61.7% | -97.1% | -36.4% |
| 1Y | -32.1% | +113.7% | -145.8% | -34.7% |
| 3Y | -49.1% | +267.7% | -316.8% | -53.3% |
| All | -49.1% | +274.0% | -323.1% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling