+121.4%
FE vs USFD
+329.0%
-207.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.9% | -3.0% | +5.0% | +2.4% |
| 30D | -1.2% | +3.5% | -4.7% | -1.8% |
| 3M | +3.5% | +26.6% | -23.1% | -0.6% |
| 6M | -6.1% | +11.7% | -17.8% | -8.1% |
| YTD | +7.6% | +38.1% | -30.5% | +1.4% |
| 1Y | +11.9% | +33.4% | -21.5% | +6.0% |
| 3Y | +48.4% | +155.8% | -107.4% | +24.6% |
| 5Y | +44.8% | +214.0% | -169.2% | +14.9% |
| 10Y | +115.9% | +320.4% | -204.5% | +57.7% |
| All | +121.4% | +329.0% | -207.6% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling