+542.8%
FICO vs USFD
+353.3%
+189.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.5% | -11.7% | -6.3% |
| 7D | +0.4% | +7.8% | -7.4% | -2.6% |
| 30D | +1.7% | +16.2% | -14.5% | -4.0% |
| 3M | -33.0% | +11.0% | -44.0% | -36.0% |
| 6M | -33.9% | +20.7% | -54.6% | -38.9% |
| YTD | -58.5% | +46.0% | -104.5% | -64.9% |
| 1Y | -56.4% | +49.8% | -106.1% | -63.5% |
| 3Y | -24.7% | +167.3% | -191.9% | -49.5% |
| 5Y | +83.1% | +197.2% | -114.1% | +15.1% |
| 10Y | +517.2% | +389.9% | +127.3% | +183.0% |
| All | +542.8% | +353.3% | +189.5% | +197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling