+363.8%
ALL vs USFD
+368.6%
-4.9%
-41.4%
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 | -3.9% | +3.9% | -7.8% | -4.9% |
| 30D | +10.6% | +12.8% | -2.2% | +7.1% |
| 3M | -4.6% | +1.0% | -5.5% | -5.0% |
| 6M | +20.2% | +30.3% | -10.1% | +11.8% |
| YTD | +23.7% | +46.0% | -22.3% | +10.8% |
| 1Y | +27.9% | +49.6% | -21.7% | +13.6% |
| 3Y | +109.2% | +166.3% | -57.1% | +58.7% |
| 5Y | +148.0% | +208.4% | -60.4% | +77.3% |
| 10Y | +363.8% | +371.2% | -7.5% | +193.0% |
| All | +363.8% | +368.6% | -4.9% | +193.0% |
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 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