+313.7%
ADP vs USFD
+368.6%
-54.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.2% |
| 7D | +1.1% | +3.9% | -2.8% | 0.0% |
| 30D | +11.5% | +12.8% | -1.3% | +7.9% |
| 3M | +12.0% | +1.0% | +11.1% | +11.5% |
| 6M | +43.8% | +30.3% | +13.5% | +33.6% |
| YTD | +20.1% | +46.0% | -25.9% | +6.8% |
| 1Y | +22.3% | +49.6% | -27.3% | +7.9% |
| 3Y | +43.3% | +166.3% | -123.0% | +7.1% |
| 5Y | +47.3% | +208.4% | -161.0% | +3.5% |
| 10Y | +313.7% | +371.2% | -57.5% | +150.3% |
| All | +313.7% | +368.6% | -54.9% | +150.3% |
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