+51.9%
USFD vs FROG
+70.9%
-19.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.3% |
| 7D | +8.4% | +17.0% | -8.6% | +9.4% |
| 30D | +12.7% | +1.3% | +11.5% | +13.0% |
| 3M | +1.1% | +17.5% | -16.3% | +2.4% |
| 6M | +30.2% | +46.8% | -16.6% | +33.5% |
| YTD | +45.8% | +65.8% | -19.9% | +53.2% |
| 1Y | +51.9% | +61.0% | -9.1% | +60.0% |
| All | +51.9% | +70.9% | -19.0% | +60.0% |
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 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