+0.2%
META vs USFD
+16.9%
-16.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -4.2% |
| 7D | -3.1% | +3.9% | -7.0% | -2.7% |
| 30D | -18.1% | +10.7% | -28.8% | -17.2% |
| 3M | +2.9% | +6.3% | -3.5% | +3.4% |
| 6M | +0.2% | +16.2% | -16.0% | +5.3% |
| All | +0.2% | +16.9% | -16.7% | +5.3% |
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