+502.1%
FICO vs USFD
+370.5%
+131.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.9% |
| 7D | -0.3% | +3.9% | -4.2% | -2.0% |
| 30D | +1.7% | +10.7% | -9.0% | -2.3% |
| 3M | -35.2% | +6.3% | -41.5% | -37.1% |
| 6M | -33.7% | +16.2% | -49.9% | -37.9% |
| YTD | -58.2% | +41.9% | -100.0% | -64.2% |
| 1Y | -56.6% | +44.2% | -100.8% | -63.2% |
| 3Y | -24.0% | +159.8% | -183.8% | -48.6% |
| 5Y | +86.1% | +177.1% | -91.0% | +19.6% |
| All | +502.1% | +370.5% | +131.6% | +173.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling