+90.3%
FOXA vs USFD
+202.8%
-112.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -0.6% | -3.3% | +2.7% | +0.3% |
| 30D | +2.3% | -5.3% | +7.6% | +3.9% |
| 3M | -2.8% | +18.8% | -21.6% | -7.8% |
| 6M | +9.6% | +14.3% | -4.7% | +4.9% |
| YTD | -9.9% | +36.9% | -46.8% | -19.2% |
| 1Y | +5.4% | +31.7% | -26.3% | -4.7% |
| 3Y | +115.3% | +164.5% | -49.2% | +56.0% |
| 5Y | +93.1% | +212.6% | -119.5% | +30.0% |
| All | +90.3% | +202.8% | -112.6% | +16.5% |
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