+51.5%
FE vs USFD
+156.9%
-105.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.9% | -3.0% | +5.0% | +2.3% |
| 30D | -1.2% | +3.5% | -4.7% | -1.6% |
| 3M | +3.5% | +26.6% | -23.1% | +0.7% |
| 6M | -6.1% | +11.7% | -17.8% | -7.4% |
| YTD | +7.6% | +38.1% | -30.5% | +3.4% |
| 1Y | +11.9% | +33.4% | -21.5% | +7.8% |
| All | +51.5% | +156.9% | -105.4% | +30.5% |
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 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