-52.0%
FIG vs USFD
+49.2%
-101.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | +3.4% | +1.7% | +1.7% | +3.7% |
| 30D | -9.5% | +10.2% | -19.6% | -7.2% |
| 3M | -26.2% | -1.5% | -24.7% | -27.7% |
| 6M | +2.7% | +27.3% | -24.7% | +15.0% |
| YTD | -48.0% | +44.0% | -91.9% | -44.1% |
| 1Y | -52.0% | +50.4% | -102.4% | -49.7% |
| All | -52.0% | +49.2% | -101.3% | -49.7% |
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