+162.4%
ALL vs USFD
+215.4%
-53.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +5.0% | +1.7% | +3.4% | +4.5% |
| 30D | +13.3% | +10.2% | +3.2% | +10.2% |
| 3M | +3.2% | -1.5% | +4.7% | +3.3% |
| 6M | +25.3% | +27.3% | -2.0% | +16.7% |
| YTD | +30.5% | +44.0% | -13.5% | +15.7% |
| 1Y | +29.2% | +50.4% | -21.2% | +12.8% |
| 3Y | +119.1% | +153.6% | -34.5% | +61.7% |
| All | +162.4% | +215.4% | -53.0% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling