+503.1%
FAST vs USFD
+340.6%
+162.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.1% |
| 7D | +0.7% | +3.9% | -3.3% | -0.1% |
| 30D | +4.6% | +10.7% | -6.0% | +2.5% |
| 3M | +6.4% | +6.3% | 0.0% | +4.9% |
| 6M | +20.6% | +16.2% | +4.4% | +16.8% |
| YTD | +34.7% | +41.9% | -7.2% | +25.1% |
| 1Y | +29.7% | +44.2% | -14.5% | +20.0% |
| 3Y | +89.9% | +159.8% | -69.9% | +57.1% |
| 5Y | +105.0% | +177.1% | -72.1% | +64.9% |
| 10Y | +594.2% | +376.2% | +218.0% | +414.9% |
| All | +503.1% | +340.6% | +162.5% | +347.9% |
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