+33.6%
USFD vs FIGR
-36.9%
+70.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.7% | -8.9% | -0.2% |
| 7D | +3.0% | +5.3% | -2.4% | +3.0% |
| 30D | +11.1% | -17.9% | +29.0% | +10.9% |
| 3M | -0.3% | -20.5% | +20.3% | -0.3% |
| 6M | +15.9% | -40.2% | +56.1% | +16.0% |
| YTD | +41.6% | -44.4% | +86.0% | +41.7% |
| 1Y | +49.4% | -36.3% | +85.7% | +49.0% |
| All | +33.6% | -36.9% | +70.4% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling