+90.8%
FOXA vs USFD
+205.6%
-114.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -4.0% | -3.0% | -1.0% | -3.1% |
| 30D | +12.0% | +3.5% | +8.4% | +10.8% |
| 3M | +0.3% | +26.6% | -26.3% | -6.5% |
| 6M | +12.5% | +11.7% | +0.8% | +8.3% |
| YTD | -9.6% | +38.1% | -47.8% | -19.2% |
| 1Y | +8.6% | +33.4% | -24.8% | -2.1% |
| 3Y | +118.5% | +155.8% | -37.3% | +59.9% |
| 5Y | +88.8% | +214.0% | -125.3% | +27.0% |
| All | +90.8% | +205.6% | -114.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling