-43.4%
FRMI vs USFD
+11.4%
-54.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.4% |
| 7D | +2.4% | -3.0% | +5.4% | +2.7% |
| 30D | -17.3% | +3.5% | -20.8% | -16.3% |
| 3M | -17.2% | +26.6% | -43.7% | -20.2% |
| 6M | -43.4% | +11.7% | -55.1% | -42.2% |
| All | -43.4% | +11.4% | -54.7% | -42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling