+506.6%
FAST vs USFD
+353.3%
+153.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.5% | -6.8% | +0.1% |
| 7D | +3.4% | +7.8% | -4.4% | +1.9% |
| 30D | +5.5% | +16.2% | -10.7% | +2.4% |
| 3M | +7.6% | +11.0% | -3.4% | +5.3% |
| 6M | +19.8% | +20.7% | -0.9% | +15.2% |
| YTD | +35.5% | +46.0% | -10.5% | +25.2% |
| 1Y | +31.6% | +49.8% | -18.2% | +20.9% |
| 3Y | +91.0% | +167.3% | -76.2% | +57.2% |
| 5Y | +105.1% | +197.2% | -92.1% | +63.1% |
| 10Y | +598.2% | +389.9% | +208.4% | +415.1% |
| All | +506.6% | +353.3% | +153.3% | +348.2% |
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