+202.5%
USFD vs FGI
-70.3%
+272.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +3.9% | -11.6% | +15.5% | +4.0% |
| 30D | +10.7% | -3.3% | +14.0% | +10.7% |
| 3M | +6.3% | +65.6% | -59.2% | +5.0% |
| 6M | +16.2% | -2.8% | +19.0% | +15.4% |
| YTD | +41.9% | +30.1% | +11.7% | +39.4% |
| 1Y | +44.2% | +50.2% | -6.0% | +40.9% |
| 3Y | +159.8% | -0.4% | +160.2% | +152.1% |
| All | +202.5% | -70.3% | +272.8% | +201.8% |
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