+547.9%
FAST vs USFD
+368.6%
+179.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +2.4% |
| 7D | +3.8% | +3.9% | -0.1% | +3.0% |
| 30D | +8.1% | +12.8% | -4.8% | +5.5% |
| 3M | +5.8% | +1.0% | +4.8% | +5.4% |
| 6M | +24.9% | +30.3% | -5.4% | +18.4% |
| YTD | +38.9% | +46.0% | -7.0% | +28.4% |
| 1Y | +36.5% | +49.6% | -13.1% | +25.4% |
| 3Y | +98.1% | +166.3% | -68.1% | +63.1% |
| 5Y | +109.3% | +208.4% | -99.1% | +65.6% |
| 10Y | +547.9% | +371.2% | +176.7% | +393.4% |
| All | +547.9% | +368.6% | +179.3% | +393.4% |
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 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