-93.7%
FRMI vs USFD
+42.0%
-135.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -1.4% | +15.2% | +14.0% |
| 7D | +34.6% | +1.3% | +33.3% | +34.3% |
| 30D | -44.6% | +10.6% | -55.2% | -45.5% |
| 3M | -72.9% | -2.4% | -70.5% | -72.7% |
| 6M | -62.3% | +28.9% | -91.3% | -64.4% |
| YTD | -74.3% | +43.7% | -118.0% | -77.3% |
| 1Y | -90.5% | +48.5% | -139.0% | -91.7% |
| All | -93.7% | +42.0% | -135.7% | -94.7% |
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