+158.3%
USFD vs FROG
+176.4%
-18.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.6% | +10.8% | -2.3% |
| 7D | +3.9% | -24.5% | +28.4% | +4.9% |
| 30D | +10.7% | -24.3% | +34.9% | +11.7% |
| 3M | +6.3% | -11.7% | +18.0% | +6.2% |
| 6M | +16.2% | +37.1% | -20.9% | +11.9% |
| YTD | +41.9% | +19.5% | +22.4% | +37.6% |
| 1Y | +44.2% | +61.8% | -17.6% | +34.0% |
| All | +158.3% | +176.4% | -18.1% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling