+131.1%
FITB vs USFD
+162.9%
-31.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.3% |
| 7D | +2.8% | -3.3% | +6.2% | +4.1% |
| 30D | -4.5% | -5.3% | +0.8% | -2.7% |
| 3M | +5.7% | +18.8% | -13.1% | -1.5% |
| 6M | +17.1% | +14.3% | +2.8% | +10.5% |
| YTD | +18.3% | +36.9% | -18.5% | +1.0% |
| 1Y | +23.9% | +31.7% | -7.8% | +7.8% |
| 3Y | +131.1% | +164.5% | -33.4% | +33.0% |
| All | +131.1% | +162.9% | -31.8% | +33.0% |
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