+17.1%
AGG vs USFD
+375.5%
-358.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +1.6% | +12.3% | -10.7% | +1.3% |
| 3M | -0.5% | -0.7% | +0.2% | -0.5% |
| 6M | -1.1% | +31.3% | -32.3% | -1.8% |
| YTD | -0.7% | +45.7% | -46.5% | -1.7% |
| 1Y | -0.7% | +52.1% | -52.8% | -1.8% |
| 3Y | +14.5% | +158.2% | -143.7% | +11.7% |
| 5Y | -0.9% | +213.8% | -214.7% | -4.1% |
| 10Y | +17.1% | +367.0% | -350.0% | +8.7% |
| All | +17.1% | +375.5% | -358.5% | +8.7% |
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