+352.7%
FERG vs USFD
+306.5%
+46.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.6% |
| 7D | +0.9% | -7.0% | +7.9% | +1.9% |
| 30D | -15.1% | -10.3% | -4.8% | -13.9% |
| 3M | -4.8% | +9.2% | -14.0% | -6.1% |
| 6M | -2.5% | +7.4% | -9.9% | -3.6% |
| YTD | +1.8% | +29.4% | -27.6% | -2.0% |
| 1Y | -0.3% | +24.8% | -25.2% | -3.7% |
| 3Y | +52.9% | +150.0% | -97.1% | +35.9% |
| 5Y | +69.3% | +195.5% | -126.2% | +47.4% |
| 10Y | +352.7% | +315.7% | +37.0% | +298.8% |
| All | +352.7% | +306.5% | +46.1% | +298.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling