+138.9%
FITB vs USFD
+155.8%
-16.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.5% |
| 7D | +0.8% | +1.3% | -0.5% | +0.4% |
| 30D | +7.3% | +10.6% | -3.2% | +3.8% |
| 3M | -6.3% | -2.4% | -3.9% | -5.7% |
| 6M | +12.6% | +28.9% | -16.4% | +2.2% |
| YTD | +18.0% | +43.7% | -25.7% | -0.2% |
| 1Y | +28.9% | +48.5% | -19.6% | +7.1% |
| All | +138.9% | +155.8% | -16.9% | +61.6% |
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