+149.2%
FDX vs USFD
+369.7%
-220.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | -1.6% | +3.0% | -4.6% | -2.6% |
| 30D | +6.6% | +11.1% | -4.4% | +2.9% |
| 3M | -2.1% | -0.3% | -1.8% | -2.2% |
| 6M | +2.2% | +15.9% | -13.7% | -3.3% |
| YTD | +33.9% | +41.6% | -7.7% | +18.1% |
| 1Y | +50.2% | +49.4% | +0.8% | +29.9% |
| 3Y | +65.5% | +157.8% | -92.3% | +18.2% |
| 5Y | +74.1% | +176.6% | -102.6% | +18.9% |
| All | +149.2% | +369.7% | -220.5% | +41.8% |
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