+145.0%
ALL vs USFD
+188.3%
-43.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -1.9% | +3.0% | -4.9% | -2.8% |
| 30D | +13.8% | +11.1% | +2.7% | +10.4% |
| 3M | -7.0% | -0.3% | -6.7% | -7.2% |
| 6M | +18.0% | +15.9% | +2.2% | +12.8% |
| YTD | +24.2% | +41.6% | -17.4% | +10.7% |
| 1Y | +31.2% | +49.4% | -18.2% | +14.8% |
| 3Y | +107.5% | +157.8% | -50.3% | +52.5% |
| All | +145.0% | +188.3% | -43.3% | +67.4% |
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