+8.1%
FPS vs USFD
+18.0%
-9.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.4% |
| 7D | +3.1% | -3.0% | +6.1% | +2.4% |
| 30D | -18.6% | +3.5% | -22.1% | -17.6% |
| 3M | -51.5% | +26.6% | -78.0% | -51.0% |
| 6M | -8.5% | +11.7% | -20.2% | -7.6% |
| All | +8.1% | +18.0% | -9.9% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling