-55.8%
FIG vs USFD
+34.2%
-90.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.5% |
| 7D | -16.3% | -3.0% | -13.3% | -17.2% |
| 30D | -14.3% | +3.5% | -17.8% | -13.0% |
| 3M | +7.2% | +26.6% | -19.4% | +18.1% |
| 6M | -18.6% | +11.7% | -30.3% | -12.9% |
| YTD | -35.5% | +38.1% | -73.6% | -32.8% |
| 1Y | -55.8% | +33.4% | -89.2% | -50.1% |
| All | -55.8% | +34.2% | -90.0% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling