+213.8%
USFD vs FROG
+192.7%
+21.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.8% | -0.6% |
| 7D | -0.2% | +26.8% | -27.0% | -2.9% |
| 30D | +12.3% | +10.6% | +1.7% | +10.4% |
| 3M | -0.7% | +27.2% | -27.9% | -4.4% |
| 6M | +31.3% | +58.7% | -27.4% | +21.8% |
| YTD | +45.7% | +75.3% | -29.6% | +31.0% |
| 1Y | +52.1% | +71.1% | -18.9% | +37.1% |
| 3Y | +158.2% | +319.6% | -161.3% | +83.8% |
| 5Y | +213.8% | +195.7% | +18.1% | +135.6% |
| All | +213.8% | +192.7% | +21.1% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling