+499.9%
FAST vs USFD
+321.9%
+178.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -0.4% | -3.0% | +2.6% | +0.2% |
| 30D | -0.8% | +3.5% | -4.3% | -1.5% |
| 3M | +5.8% | +26.6% | -20.8% | +1.0% |
| 6M | +8.0% | +11.7% | -3.7% | +5.5% |
| YTD | +25.6% | +38.1% | -12.5% | +17.4% |
| 1Y | +0.8% | +33.4% | -32.6% | -5.3% |
| 3Y | +86.1% | +155.8% | -69.7% | +54.2% |
| 5Y | +100.2% | +214.0% | -113.8% | +57.9% |
| All | +499.9% | +321.9% | +178.0% | +347.7% |
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