+97.5%
FOXA vs USFD
+223.0%
-125.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.7% |
| 7D | +7.9% | +3.9% | +3.9% | +6.5% |
| 30D | +8.5% | +12.8% | -4.4% | +4.6% |
| 3M | +6.2% | +1.0% | +5.2% | +5.5% |
| 6M | +8.0% | +30.3% | -22.2% | -0.4% |
| YTD | -6.5% | +46.0% | -52.5% | -17.9% |
| 1Y | +3.6% | +49.6% | -46.1% | -10.0% |
| 3Y | +136.0% | +166.3% | -30.2% | +70.6% |
| 5Y | +77.7% | +208.4% | -130.7% | +20.1% |
| All | +97.5% | +223.0% | -125.5% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling