+202.0%
USFD vs FGI
-70.6%
+272.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +3.0% | -7.0% | +9.9% | +3.0% |
| 30D | +11.1% | -4.2% | +15.3% | +11.1% |
| 3M | -0.3% | +55.6% | -55.9% | -1.5% |
| 6M | +15.9% | -3.2% | +19.0% | +15.1% |
| YTD | +41.6% | +29.1% | +12.5% | +39.1% |
| 1Y | +49.4% | +51.0% | -1.6% | +45.9% |
| 3Y | +157.8% | +1.5% | +156.3% | +149.6% |
| All | +202.0% | -70.6% | +272.6% | +201.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling