+5,892.0%
FIX vs USFD
+321.9%
+5,570.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +6.0% | -3.0% | +9.0% | +7.2% |
| 30D | -7.2% | +3.5% | -10.8% | -8.6% |
| 3M | -15.9% | +26.6% | -42.4% | -23.6% |
| 6M | +12.7% | +11.7% | +1.0% | +7.1% |
| YTD | +72.8% | +38.1% | +34.7% | +50.6% |
| 1Y | +122.9% | +33.4% | +89.5% | +96.2% |
| 3Y | +774.3% | +155.8% | +618.5% | +509.9% |
| 5Y | +2,049.5% | +214.0% | +1,835.4% | +1,265.8% |
| All | +5,892.0% | +321.9% | +5,570.1% | +3,030.4% |
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