+0.5%
FERG vs USFD
+23.2%
-22.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -1.0% | -8.0% | +7.0% | +0.3% |
| 30D | -11.8% | -13.1% | +1.3% | -9.8% |
| 3M | -1.2% | +6.5% | -7.8% | -2.9% |
| 6M | -2.3% | +5.7% | -8.0% | -3.8% |
| YTD | +0.8% | +27.5% | -26.8% | -4.0% |
| 1Y | +0.5% | +23.4% | -23.0% | -6.9% |
| All | +0.5% | +23.2% | -22.7% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling