+29.2%
ABNB vs USFD
+229.9%
-200.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +11.9% | +8.4% | +3.6% | +7.2% |
| 30D | +12.7% | +12.7% | -0.1% | +5.7% |
| 3M | +1.2% | +1.1% | +0.1% | +0.3% |
| 6M | +32.1% | +30.2% | +1.9% | +13.9% |
| YTD | +37.7% | +45.8% | -8.1% | +7.9% |
| 1Y | +55.5% | +51.9% | +3.6% | +18.4% |
| 3Y | +58.2% | +158.5% | -100.3% | -14.6% |
| 5Y | -2.8% | +208.0% | -210.8% | -54.0% |
| All | +29.2% | +229.9% | -200.7% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling