+86.1%
FICO vs USFD
+184.3%
-98.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +2.0% |
| 7D | -0.3% | +3.9% | -4.2% | -2.1% |
| 30D | +1.7% | +10.7% | -9.0% | -2.6% |
| 3M | -35.2% | +6.3% | -41.5% | -37.4% |
| 6M | -33.7% | +16.2% | -49.9% | -38.3% |
| YTD | -58.2% | +41.9% | -100.0% | -65.3% |
| 1Y | -56.6% | +44.2% | -100.8% | -64.4% |
| 3Y | -24.0% | +159.8% | -183.8% | -53.7% |
| 5Y | +86.1% | +177.1% | -91.0% | +1.2% |
| All | +86.1% | +184.3% | -98.2% | +1.2% |
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 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