+4.4%
FICO vs USFD
+156.9%
-152.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.6% |
| 7D | -19.2% | -3.0% | -16.2% | -18.5% |
| 30D | -14.6% | +3.5% | -18.1% | -15.7% |
| 3M | -20.1% | +26.6% | -46.7% | -25.5% |
| 6M | -36.3% | +11.7% | -48.0% | -38.6% |
| YTD | -44.9% | +38.1% | -83.0% | -52.4% |
| 1Y | -38.6% | +33.4% | -72.0% | -46.2% |
| All | +4.4% | +156.9% | -152.5% | -31.4% |
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