+50.4%
USFD vs FDS
+25.7%
+24.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +1.7% | +1.5% | +0.2% | +1.6% |
| 30D | +10.2% | +14.8% | -4.7% | +10.1% |
| 3M | -1.5% | +16.3% | -17.8% | -1.5% |
| 6M | +27.3% | +66.2% | -38.9% | +29.5% |
| YTD | +44.0% | +16.2% | +27.7% | +39.6% |
| 1Y | +50.4% | +21.8% | +28.5% | +47.9% |
| All | +50.4% | +25.7% | +24.7% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling