+3,800.0%
FIX vs USFD
+368.6%
+3,431.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +8.3% |
| 7D | -7.2% | +3.9% | -11.2% | -9.1% |
| 30D | -35.1% | +12.8% | -48.0% | -38.4% |
| 3M | -34.3% | +1.0% | -35.2% | -35.1% |
| 6M | -42.9% | +30.3% | -73.2% | -49.2% |
| YTD | +19.5% | +46.0% | -26.5% | +1.1% |
| 1Y | +16.8% | +49.6% | -32.8% | -2.1% |
| 3Y | +506.7% | +166.3% | +340.4% | +313.3% |
| 5Y | +1,046.7% | +208.4% | +838.3% | +625.3% |
| 10Y | +3,800.0% | +371.2% | +3,428.7% | +1,861.3% |
| All | +3,800.0% | +368.6% | +3,431.3% | +1,861.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling