-23.6%
FPS vs USFD
+22.7%
-46.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.4% | -8.5% | -10.3% |
| 7D | +21.6% | +1.3% | +20.3% | +22.0% |
| 30D | -38.8% | +10.6% | -49.3% | -36.1% |
| 3M | -42.1% | -2.4% | -39.7% | -41.4% |
| 6M | -48.5% | +28.9% | -77.4% | -46.5% |
| All | -23.6% | +22.7% | -46.4% | -20.4% |
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