+192.6%
USFD vs FROG
+160.8%
+31.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +35.3% | -35.5% | -3.5% |
| 7D | +3.0% | +7.0% | -4.0% | +1.7% |
| 30D | +11.1% | +2.9% | +8.2% | +9.9% |
| 3M | -0.3% | +21.6% | -21.9% | -3.7% |
| 6M | +15.9% | +87.7% | -71.8% | +4.2% |
| YTD | +41.6% | +61.7% | -20.0% | +28.4% |
| 1Y | +49.4% | +113.7% | -64.3% | +27.9% |
| 3Y | +157.8% | +267.7% | -109.9% | +87.4% |
| All | +192.6% | +160.8% | +31.8% | +119.0% |
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 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