+16.6%
AGG vs USFD
+359.9%
-343.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.5% | +1.7% | -3.2% | -1.6% |
| 30D | +0.6% | +10.2% | -9.5% | +0.4% |
| 3M | -1.6% | -1.5% | -0.1% | -1.6% |
| 6M | -1.6% | +27.3% | -29.0% | -2.2% |
| YTD | -1.5% | +44.0% | -45.5% | -2.5% |
| 1Y | -1.1% | +50.4% | -51.5% | -2.2% |
| 3Y | +13.6% | +153.6% | -139.9% | +10.9% |
| 5Y | -1.7% | +219.0% | -220.7% | -4.9% |
| All | +16.6% | +359.9% | -343.3% | +8.2% |
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