+71.5%
FERG vs USFD
+215.8%
-144.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | 0.0% | -3.0% | +3.0% | +1.0% |
| 30D | -10.2% | +3.5% | -13.7% | -11.5% |
| 3M | -0.6% | +26.6% | -27.1% | -9.4% |
| 6M | -6.5% | +11.7% | -18.2% | -10.9% |
| YTD | +4.2% | +38.1% | -34.0% | -9.1% |
| 1Y | -2.3% | +33.4% | -35.6% | -13.8% |
| 3Y | +48.5% | +155.8% | -107.3% | 0.0% |
| All | +71.5% | +215.8% | -144.3% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling