+117.9%
ASML vs USFD
+159.7%
-41.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -8.5% |
| 7D | -19.0% | +3.9% | -23.0% | -20.1% |
| 30D | -25.9% | +10.7% | -36.6% | -28.6% |
| 3M | -19.1% | +6.3% | -25.4% | -21.0% |
| 6M | -5.7% | +16.2% | -22.0% | -11.8% |
| YTD | +27.6% | +41.9% | -14.3% | +7.8% |
| 1Y | +30.8% | +44.2% | -13.4% | +9.2% |
| All | +117.9% | +159.7% | -41.7% | +37.4% |
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