+22.0%
USFD vs FIGR
+5.9%
+16.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.5% |
| 7D | -7.0% | +14.9% | -21.9% | -6.9% |
| 30D | -10.3% | +32.3% | -42.6% | -10.0% |
| 3M | +9.2% | +34.8% | -25.6% | +9.6% |
| 6M | +7.4% | +16.8% | -9.4% | +7.8% |
| YTD | +29.4% | -6.7% | +36.0% | +29.9% |
| All | +22.0% | +5.9% | +16.1% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling