-82.4%
FRMI vs USFD
+35.3%
-117.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.9% | +12.4% | +11.7% |
| 7D | +23.3% | -3.3% | +26.7% | +24.1% |
| 30D | -7.6% | -5.3% | -2.3% | -6.5% |
| 3M | +0.2% | +18.8% | -18.6% | -3.9% |
| 6M | -28.7% | +14.3% | -43.0% | -30.7% |
| YTD | -28.6% | +36.9% | -65.5% | -36.7% |
| All | -82.4% | +35.3% | -117.7% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling