+46.3%
FE vs USFD
+188.3%
-142.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -1.0% | +3.0% | -4.0% | -1.5% |
| 30D | +4.1% | +11.1% | -6.9% | +2.7% |
| 3M | -1.0% | -0.3% | -0.7% | -1.1% |
| 6M | +4.0% | +15.9% | -11.9% | +1.8% |
| YTD | +6.8% | +41.6% | -34.8% | +1.5% |
| 1Y | +5.3% | +49.4% | -44.1% | -0.7% |
| 3Y | +44.6% | +157.8% | -113.3% | +25.2% |
| All | +46.3% | +188.3% | -142.0% | +22.4% |
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