+86.3%
FOXA vs USFD
+186.3%
-100.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -0.5% |
| 7D | -5.4% | -7.0% | +1.6% | -3.5% |
| 30D | +1.1% | -10.3% | +11.4% | +4.2% |
| 3M | -6.1% | +9.2% | -15.3% | -8.7% |
| 6M | +8.2% | +7.4% | +0.8% | +5.4% |
| YTD | -11.8% | +29.4% | -41.2% | -19.6% |
| 1Y | +9.9% | +24.8% | -14.9% | +1.0% |
| 3Y | +110.7% | +150.0% | -39.3% | +55.1% |
| 5Y | +86.9% | +195.5% | -108.5% | +27.9% |
| All | +86.3% | +186.3% | -100.0% | +15.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling