+162.8%
USFD vs FND
-49.4%
+212.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -3.0% | -5.2% | +2.2% | -2.2% |
| 30D | +3.5% | -19.9% | +23.4% | +7.3% |
| 3M | +26.6% | +2.7% | +23.8% | +25.0% |
| 6M | +11.7% | -21.7% | +33.4% | +15.5% |
| YTD | +38.1% | -17.5% | +55.6% | +41.1% |
| 1Y | +33.4% | -39.3% | +72.7% | +43.6% |
| All | +162.8% | -49.4% | +212.2% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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