-32.8%
FPS vs USFD
+21.0%
-53.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.2% | +7.1% | +6.9% |
| 7D | -24.5% | +3.0% | -27.5% | -22.5% |
| 30D | -52.1% | +11.1% | -63.1% | -50.0% |
| 3M | -48.4% | -0.3% | -48.1% | -47.4% |
| 6M | -54.4% | +15.9% | -70.2% | -52.3% |
| All | -32.8% | +21.0% | -53.8% | -30.3% |
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