+185.1%
FANG vs USFD
+329.0%
-143.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.6% |
| 7D | +0.8% | -3.0% | +3.8% | +2.4% |
| 30D | +7.6% | +3.5% | +4.1% | +5.4% |
| 3M | -1.3% | +26.6% | -27.9% | -13.7% |
| 6M | +14.7% | +11.7% | +3.0% | +6.2% |
| YTD | +34.8% | +38.1% | -3.3% | +9.8% |
| 1Y | +42.9% | +33.4% | +9.5% | +17.9% |
| 3Y | +43.8% | +155.8% | -112.0% | -19.4% |
| 5Y | +225.8% | +214.0% | +11.8% | +51.6% |
| 10Y | +171.9% | +320.4% | -148.5% | +5.3% |
| All | +185.1% | +329.0% | -143.9% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling