+26.1%
USB vs FROG
+146.7%
-120.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.1% |
| 7D | +2.4% | -14.1% | +16.5% | +3.8% |
| 30D | +6.6% | -11.8% | +18.3% | +7.5% |
| 3M | -4.1% | +0.1% | -4.2% | -4.8% |
| 6M | +12.5% | +64.2% | -51.7% | +4.5% |
| YTD | +17.6% | +38.2% | -20.6% | +10.2% |
| 1Y | +36.5% | +85.4% | -48.9% | +22.0% |
| 3Y | +95.4% | +221.8% | -126.4% | +55.1% |
| 5Y | +26.1% | +143.6% | -117.4% | -3.0% |
| All | +26.1% | +146.7% | -120.5% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling