+123.0%
FE vs USFD
+340.6%
-217.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.3% |
| 7D | +0.6% | +3.9% | -3.3% | -0.1% |
| 30D | +6.4% | +10.7% | -4.3% | +4.6% |
| 3M | -0.5% | +6.3% | -6.8% | -1.7% |
| 6M | +4.7% | +16.2% | -11.5% | +1.8% |
| YTD | +8.4% | +41.9% | -33.5% | +1.5% |
| 1Y | +7.2% | +44.2% | -37.0% | +0.1% |
| 3Y | +44.9% | +159.8% | -114.9% | +21.2% |
| 5Y | +46.3% | +177.1% | -130.8% | +18.8% |
| 10Y | +110.3% | +376.2% | -265.9% | +50.6% |
| All | +123.0% | +340.6% | -217.6% | +61.3% |
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