+31.2%
AR vs USFD
+340.6%
-309.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.8% |
| 7D | -11.7% | +3.9% | -15.6% | -13.2% |
| 30D | +1.8% | +10.7% | -8.8% | -2.3% |
| 3M | +6.0% | +6.3% | -0.4% | +2.9% |
| 6M | -7.0% | +16.2% | -23.3% | -13.1% |
| YTD | +5.6% | +41.9% | -36.3% | -9.8% |
| 1Y | +10.8% | +44.2% | -33.4% | -6.1% |
| 3Y | +19.3% | +159.8% | -140.5% | -19.9% |
| 5Y | +73.3% | +177.1% | -103.8% | +10.0% |
| 10Y | +47.6% | +376.2% | -328.6% | -29.8% |
| All | +31.2% | +340.6% | -309.4% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling