+289.3%
FN vs USFD
+215.8%
+73.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | -1.7% | -3.0% | +1.3% | -0.4% |
| 30D | -22.0% | +3.5% | -25.5% | -23.1% |
| 3M | -43.0% | +26.6% | -69.6% | -49.8% |
| 6M | -27.7% | +11.7% | -39.5% | -32.2% |
| YTD | -10.5% | +38.1% | -48.6% | -25.6% |
| 1Y | +12.5% | +33.4% | -20.9% | -5.1% |
| 3Y | +153.8% | +155.8% | -2.0% | +54.7% |
| All | +289.3% | +215.8% | +73.5% | +103.9% |
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 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