+214.3%
USFD vs FND
-63.9%
+278.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.8% |
| 7D | +1.7% | -6.8% | +8.5% | +3.5% |
| 30D | +10.2% | +8.0% | +2.2% | +7.9% |
| 3M | -1.5% | -18.9% | +17.4% | +3.6% |
| 6M | +27.3% | +4.7% | +22.7% | +23.6% |
| YTD | +44.0% | -21.6% | +65.6% | +49.7% |
| 1Y | +50.4% | -22.0% | +72.4% | +56.2% |
| 3Y | +153.6% | -40.4% | +194.0% | +164.5% |
| All | +214.3% | -63.9% | +278.1% | +280.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling