+101.7%
FICO vs USFD
+215.8%
-114.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.5% |
| 7D | -19.2% | -3.0% | -16.2% | -18.2% |
| 30D | -14.6% | +3.5% | -18.1% | -16.0% |
| 3M | -20.1% | +26.6% | -46.7% | -27.4% |
| 6M | -36.3% | +11.7% | -48.0% | -39.6% |
| YTD | -44.9% | +38.1% | -83.0% | -53.3% |
| 1Y | -38.6% | +33.4% | -72.0% | -47.3% |
| 3Y | +4.0% | +155.8% | -151.8% | -34.7% |
| All | +101.7% | +215.8% | -114.2% | +6.6% |
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