-24.1%
FICO vs USFD
+159.2%
-183.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.9% | +3.0% | -3.9% | -1.9% |
| 30D | +3.3% | +11.1% | -7.7% | +0.1% |
| 3M | -31.7% | -0.3% | -31.4% | -32.0% |
| 6M | -34.0% | +15.9% | -49.9% | -37.1% |
| YTD | -58.3% | +41.6% | -99.9% | -64.5% |
| 1Y | -57.9% | +49.4% | -107.3% | -65.2% |
| 3Y | -24.1% | +157.8% | -181.9% | -50.2% |
| All | -24.1% | +159.2% | -183.3% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling