+152.5%
ADBE vs USFD
+322.5%
-170.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | -10.1% | -3.3% | -6.7% | -9.4% |
| 30D | -3.0% | -5.3% | +2.3% | -1.8% |
| 3M | +5.0% | +18.8% | -13.8% | +0.8% |
| 6M | -9.3% | +14.3% | -23.6% | -12.5% |
| YTD | -26.5% | +36.9% | -63.4% | -32.5% |
| 1Y | -28.3% | +31.7% | -60.0% | -33.6% |
| 3Y | -54.1% | +164.5% | -218.6% | -64.1% |
| 5Y | -61.2% | +212.6% | -273.8% | -71.0% |
| 10Y | +152.5% | +329.7% | -177.2% | +71.5% |
| All | +152.5% | +322.5% | -170.0% | +71.5% |
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