+155.7%
FDX vs USFD
+375.5%
-219.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | +10.4% | +12.3% | -1.9% | +6.2% |
| 3M | +0.5% | -0.7% | +1.2% | +0.5% |
| 6M | +6.5% | +31.3% | -24.8% | -3.2% |
| YTD | +40.2% | +45.7% | -5.5% | +22.5% |
| 1Y | +52.1% | +52.1% | 0.0% | +30.7% |
| 3Y | +72.8% | +158.2% | -85.4% | +23.3% |
| 5Y | +76.3% | +213.8% | -137.5% | +16.0% |
| 10Y | +155.7% | +367.0% | -211.3% | +43.5% |
| All | +155.7% | +375.5% | -219.8% | +43.5% |
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