+52.0%
FANG vs USFD
+23.2%
+28.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.3% |
| 7D | +1.2% | -8.0% | +9.2% | +0.9% |
| 30D | +2.4% | -13.1% | +15.5% | +1.8% |
| 3M | +5.1% | +6.5% | -1.4% | +5.2% |
| 6M | +16.4% | +5.7% | +10.7% | +16.7% |
| YTD | +39.0% | +27.5% | +11.4% | +37.7% |
| All | +52.0% | +23.2% | +28.8% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling