+213.9%
USFD vs FRSH
-70.7%
+284.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.7% | +4.6% | -3.0% | +1.0% |
| 30D | +10.2% | -7.5% | +17.6% | +11.1% |
| 3M | -1.5% | -0.1% | -1.4% | -2.0% |
| 6M | +27.3% | +54.5% | -27.2% | +18.0% |
| YTD | +44.0% | +3.4% | +40.6% | +40.8% |
| 1Y | +50.4% | +6.4% | +44.0% | +46.2% |
| 3Y | +153.6% | -26.3% | +179.8% | +153.7% |
| 5Y | +219.0% | -66.4% | +285.4% | +194.9% |
| All | +213.9% | -70.7% | +284.6% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling