+1,323.9%
ASML vs USFD
+370.5%
+953.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -8.4% |
| 7D | -19.0% | +3.9% | -23.0% | -20.3% |
| 30D | -25.9% | +10.7% | -36.6% | -28.7% |
| 3M | -19.1% | +6.3% | -25.4% | -21.1% |
| 6M | -5.7% | +16.2% | -22.0% | -11.5% |
| YTD | +27.6% | +41.9% | -14.3% | +11.2% |
| 1Y | +30.8% | +44.2% | -13.4% | +13.0% |
| 3Y | +116.2% | +159.8% | -43.6% | +52.0% |
| 5Y | +67.7% | +177.1% | -109.4% | +13.8% |
| All | +1,323.9% | +370.5% | +953.4% | +664.0% |
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