+67.1%
FDX vs USFD
+215.8%
-148.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.5% | -3.0% | +0.5% | -1.4% |
| 30D | +3.8% | +3.5% | +0.3% | +2.3% |
| 3M | -1.3% | +26.6% | -27.9% | -10.3% |
| 6M | +5.0% | +11.7% | -6.7% | 0.0% |
| YTD | +39.6% | +38.1% | +1.5% | +21.3% |
| 1Y | +81.1% | +33.4% | +47.7% | +59.0% |
| 3Y | +63.0% | +155.8% | -92.8% | +6.8% |
| All | +67.1% | +215.8% | -148.7% | -4.5% |
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 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