+371.6%
ALL vs USFD
+359.9%
+11.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +5.0% | +1.7% | +3.4% | +4.6% |
| 30D | +13.3% | +10.2% | +3.2% | +10.4% |
| 3M | +3.2% | -1.5% | +4.7% | +3.3% |
| 6M | +25.3% | +27.3% | -2.0% | +17.3% |
| YTD | +30.5% | +44.0% | -13.5% | +17.2% |
| 1Y | +29.2% | +50.4% | -21.2% | +14.6% |
| 3Y | +119.1% | +153.6% | -34.5% | +68.3% |
| 5Y | +162.6% | +219.0% | -56.4% | +86.2% |
| All | +371.6% | +359.9% | +11.7% | +196.8% |
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