+31.5%
ABNB vs USFD
+230.2%
-198.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -1.5% |
| 7D | +11.2% | +3.9% | +7.3% | +8.9% |
| 30D | +14.7% | +12.8% | +1.9% | +7.6% |
| 3M | +6.9% | +1.0% | +5.9% | +6.0% |
| 6M | +34.5% | +30.3% | +4.2% | +16.0% |
| YTD | +40.2% | +46.0% | -5.8% | +9.8% |
| 1Y | +57.4% | +49.6% | +7.8% | +21.0% |
| 3Y | +64.7% | +166.3% | -101.5% | -12.7% |
| 5Y | -2.3% | +208.4% | -210.6% | -53.7% |
| All | +31.5% | +230.2% | -198.7% | -36.6% |
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