+132.9%
ADBE vs USFD
+359.1%
-226.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | -3.2% | +1.3% | -4.5% | -3.5% |
| 30D | +1.0% | +10.6% | -9.6% | -1.4% |
| 3M | -7.8% | -2.4% | -5.4% | -7.5% |
| 6M | -1.0% | +28.9% | -29.9% | -6.9% |
| YTD | -31.8% | +43.7% | -75.6% | -38.1% |
| 1Y | -29.2% | +48.5% | -77.7% | -36.4% |
| 3Y | -60.1% | +154.7% | -214.8% | -68.5% |
| 5Y | -63.7% | +218.4% | -282.1% | -73.0% |
| All | +132.9% | +359.1% | -226.2% | +59.2% |
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