+44.7%
FITB vs USFD
+188.3%
-143.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.5% | +3.0% | -4.5% | -3.0% |
| 30D | +5.8% | +11.1% | -5.2% | +0.6% |
| 3M | -6.1% | -0.3% | -5.8% | -6.4% |
| 6M | +5.9% | +15.9% | -9.9% | -2.4% |
| YTD | +16.1% | +41.6% | -25.5% | -5.3% |
| 1Y | +28.8% | +49.4% | -20.6% | +1.7% |
| 3Y | +126.0% | +157.8% | -31.8% | +29.8% |
| All | +44.7% | +188.3% | -143.6% | -25.3% |
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 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