+201.1%
USFD vs FRSH
-70.6%
+271.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.4% | +0.3% |
| 7D | -3.0% | -8.2% | +5.1% | -1.8% |
| 30D | +3.5% | +10.5% | -7.0% | +1.8% |
| 3M | +26.6% | +32.7% | -6.2% | +20.9% |
| 6M | +11.7% | +50.3% | -38.6% | +4.0% |
| YTD | +38.1% | +3.9% | +34.2% | +35.6% |
| 1Y | +33.4% | -2.2% | +35.5% | +32.0% |
| 3Y | +155.8% | -42.9% | +198.7% | +169.4% |
| All | +201.1% | -70.6% | +271.7% | +173.1% |
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 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