+102.7%
USB vs FROG
+41.7%
+61.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +35.3% | -35.8% | -2.9% |
| 7D | 0.0% | +7.0% | -7.0% | -0.8% |
| 30D | +5.8% | +2.9% | +3.0% | +5.1% |
| 3M | -6.0% | +21.6% | -27.6% | -8.1% |
| 6M | +7.8% | +87.7% | -79.9% | +1.0% |
| YTD | +14.6% | +61.7% | -47.1% | +7.8% |
| 1Y | +31.8% | +113.7% | -81.9% | +20.1% |
| 3Y | +91.5% | +267.7% | -176.2% | +63.0% |
| 5Y | +22.0% | +158.8% | -136.7% | +0.3% |
| All | +102.7% | +41.7% | +61.0% | +64.9% |
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