+214.3%
USFD vs FRSH
-66.7%
+280.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.7% | +4.6% | -3.0% | +0.9% |
| 30D | +10.2% | -7.5% | +17.6% | +11.2% |
| 3M | -1.5% | -0.1% | -1.4% | -2.0% |
| 6M | +27.3% | +54.5% | -27.2% | +17.2% |
| YTD | +44.0% | +3.4% | +40.6% | +40.5% |
| 1Y | +50.4% | +6.4% | +44.0% | +45.8% |
| 3Y | +153.6% | -26.3% | +179.8% | +153.5% |
| All | +214.3% | -66.7% | +280.9% | +207.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling