+162.8%
USFD vs FGI
-4.4%
+167.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -7.9% | -0.4% |
| 7D | -3.0% | +0.5% | -3.6% | -3.0% |
| 30D | +3.5% | +65.4% | -61.9% | +3.4% |
| 3M | +26.6% | +23.5% | +3.1% | +26.4% |
| 6M | +11.7% | +60.5% | -48.8% | +11.6% |
| YTD | +38.1% | +30.0% | +8.1% | +38.0% |
| 1Y | +33.4% | +82.1% | -48.7% | +34.0% |
| All | +162.8% | -4.4% | +167.2% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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