+56.9%
FERG vs USFD
+165.3%
-108.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | 0.0% | -3.0% | +3.0% | +0.9% |
| 30D | -10.2% | +3.5% | -13.7% | -11.3% |
| 3M | -0.6% | +26.6% | -27.1% | -8.7% |
| 6M | -6.5% | +11.7% | -18.2% | -10.5% |
| YTD | +4.2% | +38.1% | -34.0% | -8.5% |
| 1Y | -2.3% | +33.4% | -35.6% | -13.2% |
| All | +56.9% | +165.3% | -108.5% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling