-94.4%
FRMI vs USFD
+44.0%
-138.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | -0.1% | +17.6% | +17.5% |
| 7D | -0.5% | -0.2% | -0.4% | -0.5% |
| 30D | -44.3% | +12.3% | -56.6% | -45.3% |
| 3M | -74.6% | -0.7% | -73.9% | -74.4% |
| 6M | -66.3% | +31.3% | -97.6% | -68.2% |
| YTD | -77.4% | +45.7% | -123.1% | -80.1% |
| 1Y | -91.7% | +52.1% | -143.9% | -92.7% |
| All | -94.4% | +44.0% | -138.4% | -95.3% |
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 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