-56.4%
FICO vs USFD
+49.6%
-106.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.5% | -11.7% | -2.9% |
| 7D | +0.4% | +7.8% | -7.4% | +0.8% |
| 30D | +1.7% | +16.2% | -14.5% | +2.3% |
| 3M | -33.0% | +11.0% | -44.0% | -33.0% |
| 6M | -33.9% | +20.7% | -54.6% | -32.4% |
| YTD | -58.5% | +46.0% | -104.5% | -57.7% |
| 1Y | -56.4% | +49.8% | -106.1% | -55.5% |
| All | -56.4% | +49.6% | -106.0% | -55.5% |
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