+3,653.2%
FIX vs USFD
+369.7%
+3,283.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -17.5% | +3.0% | -20.4% | -18.9% |
| 30D | -41.6% | +11.1% | -52.6% | -44.3% |
| 3M | -40.6% | -0.3% | -40.3% | -41.1% |
| 6M | -49.4% | +15.9% | -65.3% | -53.0% |
| YTD | +9.2% | +41.6% | -32.4% | -6.6% |
| 1Y | +6.5% | +49.4% | -42.9% | -10.8% |
| 3Y | +448.7% | +157.8% | +290.9% | +277.9% |
| 5Y | +948.7% | +176.6% | +772.1% | +587.6% |
| All | +3,653.2% | +369.7% | +3,283.5% | +1,841.3% |
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