+92.8%
FCX vs USFD
+159.3%
-66.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -0.8% | -0.2% | -0.6% | -0.6% |
| 30D | -15.1% | +12.3% | -27.4% | -18.4% |
| 3M | -9.6% | -0.7% | -8.9% | -9.5% |
| 6M | -3.1% | +31.3% | -34.3% | -13.0% |
| YTD | +23.4% | +45.7% | -22.3% | +3.0% |
| 1Y | +52.7% | +52.1% | +0.5% | +24.3% |
| All | +92.8% | +159.3% | -66.5% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling