+91.7%
FOXA vs USFD
+218.0%
-126.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -2.0% | -2.9% |
| 7D | -2.9% | +1.3% | -4.2% | -3.2% |
| 30D | +5.1% | +10.6% | -5.4% | +2.0% |
| 3M | +4.7% | -2.4% | +7.1% | +5.1% |
| 6M | -0.2% | +28.9% | -29.2% | -7.8% |
| YTD | -9.2% | +43.7% | -53.0% | -19.9% |
| 1Y | -0.6% | +48.5% | -49.1% | -13.4% |
| 3Y | +125.7% | +154.7% | -29.0% | +65.3% |
| 5Y | +70.2% | +218.4% | -148.2% | +14.0% |
| All | +91.7% | +218.0% | -126.3% | +15.4% |
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