+366.5%
ALL vs USFD
+321.9%
+44.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | 0.0% | -3.0% | +3.0% | +0.8% |
| 30D | -1.5% | +3.5% | -5.0% | -2.5% |
| 3M | +23.6% | +26.6% | -2.9% | +16.2% |
| 6M | +22.3% | +11.7% | +10.6% | +18.4% |
| YTD | +26.5% | +38.1% | -11.6% | +15.2% |
| 1Y | +27.0% | +33.4% | -6.4% | +16.4% |
| 3Y | +149.6% | +155.8% | -6.2% | +91.6% |
| 5Y | +118.1% | +214.0% | -96.0% | +55.2% |
| All | +366.5% | +321.9% | +44.6% | +198.2% |
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