-83.9%
FIG vs USFD
+30.7%
-114.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -11.4% | +8.4% | -19.8% | -11.1% |
| 30D | -17.2% | +12.7% | -29.9% | -16.4% |
| 3M | -26.6% | +1.1% | -27.7% | -27.2% |
| 6M | -9.8% | +30.2% | -40.0% | -5.6% |
| YTD | -50.1% | +45.8% | -96.0% | -54.1% |
| 1Y | -58.1% | +51.9% | -110.0% | -62.9% |
| All | -83.9% | +30.7% | -114.6% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling