+321.5%
USFD vs FROG
+41.7%
+279.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +35.3% | -35.5% | -3.0% |
| 7D | +3.0% | +7.0% | -4.0% | +1.9% |
| 30D | +11.1% | +2.9% | +8.2% | +10.1% |
| 3M | -0.3% | +21.6% | -21.9% | -3.1% |
| 6M | +15.9% | +87.7% | -71.8% | +6.2% |
| YTD | +41.6% | +61.7% | -20.0% | +30.6% |
| 1Y | +49.4% | +113.7% | -64.3% | +31.8% |
| 3Y | +157.8% | +267.7% | -109.9% | +103.4% |
| 5Y | +176.6% | +158.8% | +17.8% | +110.2% |
| All | +321.5% | +41.7% | +279.8% | +217.8% |
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