+83.9%
FERG vs USFD
+204.0%
-120.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.1% | +8.2% | +10.1% |
| 7D | +7.3% | +3.9% | +3.4% | +5.8% |
| 30D | +18.1% | +12.8% | +5.3% | +12.9% |
| 3M | +1.6% | +1.0% | +0.7% | +1.0% |
| 6M | +8.5% | +30.3% | -21.7% | -2.6% |
| YTD | +18.6% | +46.0% | -27.4% | +0.5% |
| 1Y | +5.7% | +49.6% | -43.9% | -11.4% |
| 3Y | +74.0% | +166.3% | -92.3% | +13.0% |
| 5Y | +83.9% | +208.4% | -124.5% | +9.2% |
| All | +83.9% | +204.0% | -120.1% | +9.2% |
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