+52.1%
USFD vs FROG
+78.6%
-26.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.1% | +3.4% |
| 7D | +3.9% | +27.1% | -23.2% | +5.4% |
| 30D | +12.8% | +5.8% | +7.0% | +13.4% |
| 3M | +1.0% | +20.8% | -19.9% | +2.4% |
| 6M | +30.3% | +53.3% | -23.1% | +33.9% |
| YTD | +46.0% | +73.2% | -27.2% | +53.7% |
| All | +52.1% | +78.6% | -26.5% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling