+321.8%
FITB vs USFD
+329.0%
-7.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.6% | -3.0% | +3.6% | +2.1% |
| 30D | -4.7% | +3.5% | -8.3% | -6.7% |
| 3M | +6.7% | +26.6% | -19.9% | -6.3% |
| 6M | +12.6% | +11.7% | +0.8% | +5.0% |
| YTD | +19.1% | +38.1% | -19.0% | -2.1% |
| 1Y | +22.6% | +33.4% | -10.7% | +2.4% |
| 3Y | +127.1% | +155.8% | -28.7% | +31.6% |
| 5Y | +71.8% | +214.0% | -142.2% | -13.5% |
| 10Y | +287.2% | +320.4% | -33.2% | +48.7% |
| All | +321.8% | +329.0% | -7.3% | +63.6% |
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 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