+233.7%
FANG vs USFD
+193.6%
+40.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +3.0% |
| 7D | -0.4% | -7.0% | +6.6% | +1.6% |
| 30D | +2.4% | -10.3% | +12.7% | +5.4% |
| 3M | +4.9% | +9.2% | -4.3% | +1.7% |
| 6M | +12.0% | +7.4% | +4.6% | +8.6% |
| YTD | +37.1% | +29.4% | +7.7% | +24.0% |
| 1Y | +52.3% | +24.8% | +27.4% | +39.0% |
| 3Y | +45.0% | +150.0% | -105.0% | +4.5% |
| All | +233.7% | +193.6% | +40.1% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling