+213.3%
USFD vs FRSH
-70.7%
+284.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -2.0% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +10.6% | -8.8% | +19.4% | +11.7% |
| 3M | -2.4% | +8.8% | -11.2% | -4.2% |
| 6M | +28.9% | +49.1% | -20.1% | +20.1% |
| YTD | +43.7% | +3.4% | +40.3% | +40.6% |
| 1Y | +48.5% | +8.8% | +39.6% | +43.8% |
| 3Y | +154.7% | -27.4% | +182.1% | +155.6% |
| 5Y | +218.4% | -66.4% | +284.8% | +194.3% |
| All | +213.3% | -70.7% | +284.0% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling