-95.2%
FRMI vs USFD
+40.0%
-135.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -39.8% | +3.0% | -42.8% | -39.8% |
| 30D | -60.5% | +11.1% | -71.5% | -61.1% |
| 3M | -74.6% | -0.3% | -74.4% | -74.5% |
| 6M | -71.8% | +15.9% | -87.6% | -72.4% |
| YTD | -80.4% | +41.6% | -122.0% | -82.7% |
| 1Y | -93.9% | +49.4% | -143.3% | -94.5% |
| All | -95.2% | +40.0% | -135.1% | -95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling