+45.3%
AR vs USFD
+369.7%
-324.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -14.3% | +3.0% | -17.2% | -15.5% |
| 30D | +1.4% | +11.1% | -9.6% | -2.8% |
| 3M | +3.4% | -0.3% | +3.7% | +2.8% |
| 6M | -2.1% | +15.9% | -17.9% | -8.3% |
| YTD | +4.7% | +41.6% | -36.9% | -10.5% |
| 1Y | +10.6% | +49.4% | -38.8% | -7.6% |
| 3Y | +24.6% | +157.8% | -133.3% | -16.2% |
| 5Y | +71.9% | +176.6% | -104.7% | +9.1% |
| All | +45.3% | +369.7% | -324.4% | -28.3% |
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 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