+25.6%
AR vs USFD
+159.7%
-134.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.3% |
| 7D | -11.7% | +3.9% | -15.6% | -12.5% |
| 30D | +1.8% | +10.7% | -8.8% | -0.5% |
| 3M | +6.0% | +6.3% | -0.4% | +4.3% |
| 6M | -7.0% | +16.2% | -23.3% | -10.6% |
| YTD | +5.6% | +41.9% | -36.3% | -7.7% |
| 1Y | +10.8% | +44.2% | -33.4% | -4.1% |
| All | +25.6% | +159.7% | -134.0% | -22.1% |
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