+48.6%
AR vs USFD
+321.9%
-273.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +2.5% | -3.0% | +5.5% | +3.6% |
| 30D | +14.8% | +3.5% | +11.3% | +13.3% |
| 3M | +6.2% | +26.6% | -20.3% | -2.9% |
| 6M | +4.3% | +11.7% | -7.4% | -0.8% |
| YTD | +14.4% | +38.1% | -23.8% | -0.7% |
| 1Y | +21.3% | +33.4% | -12.0% | +6.4% |
| 3Y | +39.8% | +155.8% | -116.0% | -5.3% |
| 5Y | +142.1% | +214.0% | -72.0% | +47.3% |
| All | +48.6% | +321.9% | -273.3% | -23.6% |
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