+117.2%
ALL vs USFD
+159.7%
-42.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.2% |
| 7D | +4.2% | +3.9% | +0.3% | +3.2% |
| 30D | +18.9% | +10.7% | +8.2% | +16.0% |
| 3M | +1.2% | +6.3% | -5.1% | -0.6% |
| 6M | +23.2% | +16.2% | +7.0% | +18.5% |
| YTD | +30.0% | +41.9% | -11.9% | +16.8% |
| 1Y | +39.6% | +44.2% | -4.6% | +24.5% |
| All | +117.2% | +159.7% | -42.4% | +66.7% |
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