+3,459.3%
FIX vs USFD
+370.5%
+3,088.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.8% | -8.8% | -10.6% |
| 7D | -27.2% | +3.9% | -31.2% | -28.8% |
| 30D | -46.9% | +10.7% | -57.6% | -49.3% |
| 3M | -44.4% | +6.3% | -50.7% | -46.2% |
| 6M | -50.9% | +16.2% | -67.1% | -54.4% |
| YTD | +3.5% | +41.9% | -38.3% | -11.5% |
| 1Y | -2.1% | +44.2% | -46.3% | -16.9% |
| 3Y | +418.7% | +159.8% | +259.0% | +256.3% |
| 5Y | +894.6% | +177.1% | +717.5% | +551.8% |
| All | +3,459.3% | +370.5% | +3,088.8% | +1,740.0% |
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