+192.3%
FN vs USFD
+200.1%
-7.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.5% | -14.4% | -9.4% |
| 7D | -7.0% | +7.8% | -14.8% | -10.6% |
| 30D | -24.7% | +16.2% | -40.9% | -30.2% |
| 3M | -35.7% | +11.0% | -46.7% | -39.1% |
| 6M | -52.4% | +20.7% | -73.1% | -57.4% |
| YTD | -25.0% | +46.0% | -70.9% | -39.8% |
| 1Y | -25.7% | +49.8% | -75.5% | -41.2% |
| 3Y | +110.2% | +167.3% | -57.1% | +23.9% |
| 5Y | +192.3% | +197.2% | -4.8% | +55.6% |
| All | +192.3% | +200.1% | -7.8% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling