-59.1%
FIG vs USFD
+46.1%
-105.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -13.1% | +3.0% | -16.1% | -12.7% |
| 30D | -13.0% | +11.1% | -24.1% | -10.3% |
| 3M | -21.5% | -0.3% | -21.2% | -22.3% |
| 6M | -2.5% | +15.9% | -18.4% | +5.8% |
| YTD | -49.7% | +41.6% | -91.3% | -46.0% |
| 1Y | -59.1% | +49.4% | -108.5% | -57.1% |
| All | -59.1% | +46.1% | -105.2% | -57.1% |
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