+159.6%
FANG vs USFD
+359.9%
-200.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +4.0% | +1.7% | +2.3% | +3.1% |
| 30D | -5.8% | +10.2% | -15.9% | -11.1% |
| 3M | -6.7% | -1.5% | -5.2% | -7.1% |
| 6M | -6.4% | +27.3% | -33.8% | -19.6% |
| YTD | +25.9% | +44.0% | -18.0% | -0.9% |
| 1Y | +31.1% | +50.4% | -19.2% | +0.4% |
| 3Y | +31.3% | +153.6% | -122.2% | -26.7% |
| 5Y | +108.3% | +219.0% | -110.7% | -4.9% |
| All | +159.6% | +359.9% | -200.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling