+153.1%
USFD vs FRSH
-27.1%
+180.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -1.6% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +10.6% | -8.8% | +19.4% | +11.0% |
| 3M | -2.4% | +8.8% | -11.2% | -3.3% |
| 6M | +28.9% | +49.1% | -20.1% | +24.8% |
| YTD | +43.7% | +3.4% | +40.3% | +44.1% |
| 1Y | +48.5% | +8.8% | +39.6% | +47.8% |
| All | +153.1% | -27.1% | +180.2% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling