+421.4%
FERG vs USFD
+353.4%
+68.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.1% | +8.2% | +10.8% |
| 7D | +7.3% | +3.9% | +3.4% | +6.8% |
| 30D | +18.1% | +12.8% | +5.3% | +16.2% |
| 3M | +1.6% | +1.0% | +0.7% | +1.4% |
| 6M | +8.5% | +30.3% | -21.7% | +4.5% |
| YTD | +18.6% | +46.0% | -27.4% | +12.3% |
| 1Y | +5.7% | +49.6% | -43.9% | -0.3% |
| 3Y | +74.0% | +166.3% | -92.3% | +53.1% |
| 5Y | +83.9% | +208.4% | -124.5% | +58.1% |
| 10Y | +494.6% | +371.2% | +123.3% | +406.6% |
| All | +421.4% | +353.4% | +68.1% | +355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling