+777.0%
FIX vs USFD
+156.9%
+620.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +6.0% | -3.0% | +9.0% | +7.5% |
| 30D | -7.2% | +3.5% | -10.8% | -8.9% |
| 3M | -15.9% | +26.6% | -42.4% | -26.8% |
| 6M | +12.7% | +11.7% | +1.0% | +5.0% |
| YTD | +72.8% | +38.1% | +34.7% | +38.0% |
| 1Y | +122.9% | +33.4% | +89.5% | +81.2% |
| All | +777.0% | +156.9% | +620.1% | +355.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling