+150.0%
USFD vs FRSH
-46.2%
+196.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.4% |
| 7D | -7.0% | -9.6% | +2.5% | -6.3% |
| 30D | -10.3% | -0.4% | -9.9% | -10.4% |
| 3M | +9.2% | +27.2% | -18.0% | +7.0% |
| 6M | +7.4% | +42.2% | -34.8% | +4.0% |
| YTD | +29.4% | -2.6% | +32.0% | +30.4% |
| 1Y | +24.8% | -10.2% | +35.0% | +26.9% |
| All | +150.0% | -46.2% | +196.2% | +154.1% |
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