+22.7%
USB vs FROG
+76.3%
-53.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.6% | +11.5% | -0.8% |
| 7D | -1.5% | -24.5% | +23.0% | +1.1% |
| 30D | +4.3% | -24.3% | +28.5% | +6.7% |
| 3M | -6.1% | -11.7% | +5.6% | -5.7% |
| 6M | +9.4% | +37.1% | -27.7% | +3.4% |
| YTD | +15.2% | +19.5% | -4.3% | +9.4% |
| 1Y | +32.8% | +61.8% | -29.0% | +20.0% |
| 3Y | +91.3% | +178.1% | -86.8% | +53.7% |
| 5Y | +22.7% | +91.2% | -68.6% | -3.2% |
| All | +22.7% | +76.3% | -53.6% | -3.2% |
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