-83.6%
FIG vs USFD
+30.6%
-114.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -14.3% | -0.2% | -14.1% | -14.3% |
| 30D | -13.6% | +12.3% | -25.9% | -12.8% |
| 3M | -23.7% | -0.7% | -23.0% | -24.5% |
| 6M | -5.4% | +31.3% | -36.7% | -0.9% |
| YTD | -49.2% | +45.7% | -94.9% | -53.3% |
| 1Y | -57.4% | +52.1% | -109.5% | -62.4% |
| All | -83.6% | +30.6% | -114.2% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling