+120.0%
ADBE vs USFD
+368.6%
-248.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.5% |
| 7D | -5.6% | +3.9% | -9.5% | -6.5% |
| 30D | -2.0% | +12.8% | -14.9% | -4.7% |
| 3M | -10.5% | +1.0% | -11.5% | -10.9% |
| 6M | -6.2% | +30.3% | -36.5% | -12.0% |
| YTD | -32.2% | +46.0% | -78.2% | -38.7% |
| 1Y | -27.4% | +49.6% | -77.0% | -34.8% |
| 3Y | -58.9% | +166.3% | -225.2% | -67.9% |
| 5Y | -64.5% | +208.4% | -272.9% | -73.4% |
| 10Y | +120.0% | +371.2% | -251.2% | +47.6% |
| All | +120.0% | +368.6% | -248.6% | +47.6% |
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