+94.4%
FOXA vs USFD
+213.4%
-119.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | +5.4% | +3.0% | +2.4% | +4.3% |
| 30D | +6.3% | +11.1% | -4.8% | +3.0% |
| 3M | +8.3% | -0.3% | +8.6% | +8.1% |
| 6M | +7.6% | +15.9% | -8.3% | +2.5% |
| YTD | -7.9% | +41.6% | -49.6% | -18.5% |
| 1Y | +2.4% | +49.4% | -47.0% | -11.0% |
| 3Y | +120.3% | +157.8% | -37.5% | +60.7% |
| 5Y | +71.0% | +176.6% | -105.6% | +19.3% |
| All | +94.4% | +213.4% | -119.0% | +17.5% |
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