+334.4%
USFD vs FROG
+51.8%
+282.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.1% | +2.5% |
| 7D | +3.9% | +27.1% | -23.2% | +1.4% |
| 30D | +12.8% | +5.8% | +7.0% | +11.6% |
| 3M | +1.0% | +20.8% | -19.9% | -1.7% |
| 6M | +30.3% | +53.3% | -23.1% | +22.9% |
| YTD | +46.0% | +73.2% | -27.2% | +33.8% |
| 1Y | +49.6% | +80.3% | -30.7% | +36.1% |
| 3Y | +166.3% | +318.3% | -152.1% | +107.1% |
| 5Y | +208.4% | +179.9% | +28.5% | +133.0% |
| All | +334.4% | +51.8% | +282.6% | +225.7% |
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