+48.2%
FANG vs USFD
+149.2%
-100.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +2.7% |
| 7D | -0.4% | -7.0% | +6.6% | +1.1% |
| 30D | +2.4% | -10.3% | +12.7% | +4.8% |
| 3M | +4.9% | +9.2% | -4.3% | +2.1% |
| 6M | +12.0% | +7.4% | +4.6% | +9.1% |
| YTD | +37.1% | +29.4% | +7.7% | +24.0% |
| 1Y | +52.3% | +24.8% | +27.4% | +39.3% |
| All | +48.2% | +149.2% | -100.9% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling