+76.9%
FICO vs USFD
+188.3%
-111.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.9% | +3.0% | -3.9% | -2.4% |
| 30D | +3.3% | +11.1% | -7.7% | -1.3% |
| 3M | -31.7% | -0.3% | -31.4% | -32.1% |
| 6M | -34.0% | +15.9% | -49.9% | -38.6% |
| YTD | -58.3% | +41.6% | -99.9% | -65.6% |
| 1Y | -57.9% | +49.4% | -107.3% | -66.3% |
| 3Y | -24.1% | +157.8% | -181.9% | -54.2% |
| All | +76.9% | +188.3% | -111.4% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling