+48.5%
USFD vs FROG
+72.8%
-24.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.3% |
| 7D | +1.3% | +48.2% | -46.9% | +3.7% |
| 30D | +10.6% | +11.4% | -0.8% | +11.4% |
| 3M | -2.4% | +28.5% | -31.0% | -0.7% |
| 6M | +28.9% | +63.7% | -34.8% | +32.8% |
| YTD | +43.7% | +77.1% | -33.4% | +51.6% |
| 1Y | +48.5% | +79.3% | -30.9% | +55.7% |
| All | +48.5% | +72.8% | -24.3% | +55.7% |
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 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