+157.8%
USFD vs FND
-36.7%
+194.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | +3.0% | +7.7% | -4.7% | +1.7% |
| 30D | +11.1% | +11.9% | -0.8% | +8.8% |
| 3M | -0.3% | -14.6% | +14.3% | +2.0% |
| 6M | +15.9% | +0.5% | +15.4% | +14.5% |
| YTD | +41.6% | -15.8% | +57.5% | +43.8% |
| 1Y | +49.4% | -12.9% | +62.3% | +50.5% |
| 3Y | +157.8% | -34.2% | +192.0% | +176.5% |
| All | +157.8% | -36.7% | +194.6% | +176.5% |
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