+321.6%
FITB vs USFD
+352.6%
-30.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +7.0% | +12.3% | -5.3% | +0.6% |
| 3M | -4.8% | -0.7% | -4.1% | -5.0% |
| 6M | +13.5% | +31.3% | -17.7% | -2.8% |
| YTD | +19.1% | +45.7% | -26.6% | -5.2% |
| 1Y | +30.8% | +52.1% | -21.4% | +1.4% |
| 3Y | +141.6% | +158.2% | -16.6% | +38.8% |
| 5Y | +48.3% | +213.8% | -165.5% | -25.3% |
| 10Y | +215.9% | +367.0% | -151.1% | +17.4% |
| All | +321.6% | +352.6% | -30.9% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling