+114.3%
FCX vs USFD
+215.8%
-101.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -4.9% | -3.0% | -1.9% | -3.6% |
| 30D | +4.8% | +3.5% | +1.3% | +2.9% |
| 3M | +4.6% | +26.6% | -22.0% | -7.6% |
| 6M | +10.8% | +11.7% | -0.9% | +3.8% |
| YTD | +44.2% | +38.1% | +6.1% | +19.1% |
| 1Y | +59.6% | +33.4% | +26.2% | +33.9% |
| 3Y | +82.2% | +155.8% | -73.6% | +4.8% |
| All | +114.3% | +215.8% | -101.5% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling