+181.9%
FANG vs USFD
+307.1%
-125.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +2.9% | -8.4% | +11.2% | +7.5% |
| 30D | +2.6% | -14.1% | +16.7% | +10.8% |
| 3M | +7.6% | +4.5% | +3.1% | +4.0% |
| 6M | +17.3% | +4.4% | +12.9% | +12.4% |
| YTD | +38.7% | +26.6% | +12.1% | +18.0% |
| 1Y | +51.6% | +19.4% | +32.3% | +32.4% |
| 3Y | +50.0% | +144.6% | -94.6% | -14.5% |
| 5Y | +237.6% | +194.5% | +43.0% | +61.1% |
| All | +181.9% | +307.1% | -125.2% | +20.9% |
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