+265.6%
USFD vs FND
+66.0%
+199.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -3.0% | -5.2% | +2.2% | -1.5% |
| 30D | +3.5% | -19.9% | +23.4% | +10.3% |
| 3M | +26.6% | +2.7% | +23.8% | +23.8% |
| 6M | +11.7% | -21.7% | +33.4% | +17.9% |
| YTD | +38.1% | -17.5% | +55.6% | +42.5% |
| 1Y | +33.4% | -39.3% | +72.7% | +50.6% |
| 3Y | +155.8% | -49.8% | +205.6% | +189.9% |
| 5Y | +214.0% | -60.1% | +274.1% | +261.3% |
| All | +265.6% | +66.0% | +199.5% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling