+158.5%
USFD vs FDS
-24.9%
+183.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +8.4% | -2.0% | +10.4% | +8.7% |
| 30D | +12.7% | +13.5% | -0.8% | +10.9% |
| 3M | +1.1% | +15.2% | -14.0% | -0.9% |
| 6M | +30.2% | +47.0% | -16.9% | +22.5% |
| YTD | +45.8% | +13.9% | +32.0% | +45.1% |
| 1Y | +51.9% | +25.2% | +26.8% | +45.7% |
| 3Y | +158.5% | -25.3% | +183.8% | +196.3% |
| All | +158.5% | -24.9% | +183.4% | +196.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling