+42.6%
FXI vs USFD
+159.2%
-116.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +5.7% | +3.0% | +2.7% | +5.1% |
| 30D | +4.6% | +11.1% | -6.5% | +3.0% |
| 3M | -2.8% | -0.3% | -2.5% | -2.9% |
| 6M | -6.1% | +15.9% | -22.0% | -8.5% |
| YTD | -8.0% | +41.6% | -49.7% | -14.3% |
| 1Y | -11.3% | +49.4% | -60.7% | -18.5% |
| 3Y | +42.6% | +157.8% | -115.2% | +16.8% |
| All | +42.6% | +159.2% | -116.6% | +16.8% |
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