+140.8%
ADBE vs USFD
+339.9%
-199.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -4.4% | +3.0% | -7.3% | -5.1% |
| 30D | +2.8% | +11.1% | -8.3% | +0.4% |
| 3M | -8.0% | -0.3% | -7.8% | -8.2% |
| 6M | -4.3% | +15.9% | -20.2% | -7.9% |
| YTD | -31.6% | +41.6% | -73.2% | -37.7% |
| 1Y | -26.9% | +49.4% | -76.3% | -34.4% |
| 3Y | -57.7% | +157.8% | -215.5% | -66.6% |
| 5Y | -63.9% | +176.6% | -240.5% | -72.4% |
| 10Y | +125.3% | +375.4% | -250.0% | +52.8% |
| All | +140.8% | +339.9% | -199.1% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling