+541.4%
FICO vs USFD
+359.9%
+181.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.2% | +1.7% | +0.6% | +1.6% |
| 30D | +0.1% | +10.2% | -10.1% | -3.7% |
| 3M | -35.2% | -1.5% | -33.7% | -35.1% |
| 6M | -32.4% | +27.3% | -59.7% | -38.6% |
| YTD | -57.4% | +44.0% | -101.4% | -63.8% |
| 1Y | -58.5% | +50.4% | -108.9% | -65.4% |
| 3Y | -28.9% | +153.6% | -182.4% | -51.5% |
| 5Y | +91.7% | +219.0% | -127.3% | +17.5% |
| All | +541.4% | +359.9% | +181.5% | +188.8% |
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