+216.3%
USFD vs FROG
+129.7%
+86.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | 0.0% |
| 7D | -3.0% | -11.3% | +8.3% | -1.7% |
| 30D | +3.5% | +3.6% | -0.1% | +2.7% |
| 3M | +26.6% | +1.7% | +24.9% | +25.3% |
| 6M | +11.7% | +123.5% | -111.8% | -2.8% |
| YTD | +38.1% | +40.2% | -2.1% | +28.0% |
| 1Y | +33.4% | +81.0% | -47.6% | +16.9% |
| 3Y | +155.8% | +194.8% | -38.9% | +91.9% |
| All | +216.3% | +129.7% | +86.6% | +138.0% |
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