+283.9%
FITB vs USFD
+322.5%
-38.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.2% |
| 7D | +2.8% | -3.3% | +6.2% | +4.6% |
| 30D | -4.5% | -5.3% | +0.8% | -1.9% |
| 3M | +5.7% | +18.8% | -13.1% | -4.1% |
| 6M | +17.1% | +14.3% | +2.8% | +7.8% |
| YTD | +18.3% | +36.9% | -18.5% | -2.4% |
| 1Y | +23.9% | +31.7% | -7.8% | +4.0% |
| 3Y | +131.1% | +164.5% | -33.4% | +30.9% |
| 5Y | +71.1% | +212.6% | -141.5% | -14.2% |
| 10Y | +283.9% | +329.7% | -45.8% | +46.3% |
| All | +283.9% | +322.5% | -38.6% | +46.3% |
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