-50.0%
ZTS vs FROG
+22.9%
-72.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.4% |
| 7D | -2.0% | -11.3% | +9.3% | -1.2% |
| 30D | +1.9% | +3.6% | -1.7% | +1.4% |
| 3M | -4.0% | +1.7% | -5.7% | -4.6% |
| 6M | -39.1% | +123.5% | -162.7% | -44.1% |
| YTD | -38.8% | +40.2% | -79.1% | -41.6% |
| 1Y | -49.6% | +81.0% | -130.6% | -53.5% |
| 3Y | -59.0% | +194.8% | -253.7% | -65.7% |
| 5Y | -61.8% | +131.8% | -193.6% | -68.9% |
| All | -50.0% | +22.9% | -72.9% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling