+3,607.0%
FIX vs USFD
+353.3%
+3,253.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +8.5% | -23.5% | -18.0% |
| 7D | -18.9% | +7.8% | -26.8% | -21.7% |
| 30D | -36.3% | +16.2% | -52.5% | -40.2% |
| 3M | -38.5% | +11.0% | -49.5% | -41.5% |
| 6M | -42.3% | +20.7% | -63.0% | -47.1% |
| YTD | +17.1% | +46.0% | -28.9% | -0.8% |
| 1Y | +14.4% | +49.8% | -35.4% | -4.1% |
| 3Y | +486.7% | +167.3% | +319.4% | +300.2% |
| 5Y | +1,083.7% | +197.2% | +886.5% | +660.6% |
| 10Y | +3,932.4% | +389.9% | +3,542.6% | +2,078.8% |
| All | +3,607.0% | +353.3% | +3,253.7% | +1,887.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling