-83.7%
FIG vs USFD
+26.9%
-110.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -13.1% | +3.0% | -16.1% | -13.0% |
| 30D | -13.0% | +11.1% | -24.1% | -12.0% |
| 3M | -21.5% | -0.3% | -21.2% | -21.9% |
| 6M | -2.5% | +15.9% | -18.4% | +1.4% |
| YTD | -49.7% | +41.6% | -91.3% | -53.7% |
| 1Y | -59.1% | +49.4% | -108.5% | -64.4% |
| All | -83.7% | +26.9% | -110.6% | -80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling