+153.1%
USFD vs FND
-38.2%
+191.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.6% |
| 7D | +1.3% | -5.1% | +6.4% | +2.3% |
| 30D | +10.6% | +9.2% | +1.4% | +8.9% |
| 3M | -2.4% | -17.7% | +15.3% | +0.5% |
| 6M | +28.9% | +2.5% | +26.4% | +27.0% |
| YTD | +43.7% | -19.8% | +63.5% | +47.2% |
| 1Y | +48.5% | -22.7% | +71.2% | +52.9% |
| All | +153.1% | -38.2% | +191.3% | +173.1% |
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