+157.4%
ALL vs USFD
+156.9%
+0.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +16.7% |
| 6M | +22.3% | +11.7% | +10.6% | +18.7% |
| YTD | +26.5% | +38.1% | -11.6% | +14.4% |
| 1Y | +27.0% | +33.4% | -6.4% | +16.1% |
| All | +157.4% | +156.9% | +0.5% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling