+533.3%
FAST vs USFD
+359.9%
+173.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +4.2% | +1.7% | +2.5% | +3.8% |
| 30D | +6.7% | +10.2% | -3.5% | +4.6% |
| 3M | +8.0% | -1.5% | +9.5% | +8.2% |
| 6M | +27.4% | +27.3% | +0.1% | +21.4% |
| YTD | +40.5% | +44.0% | -3.5% | +30.1% |
| 1Y | +38.4% | +50.4% | -12.0% | +27.0% |
| 3Y | +98.7% | +153.6% | -54.9% | +65.0% |
| 5Y | +106.7% | +219.0% | -112.3% | +62.7% |
| All | +533.3% | +359.9% | +173.4% | +376.3% |
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