+140.3%
ASML vs USFD
+167.1%
-26.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.5% | -12.1% | -6.1% |
| 7D | -10.0% | +7.8% | -17.9% | -12.3% |
| 30D | -19.4% | +16.2% | -35.6% | -23.6% |
| 3M | -12.5% | +11.0% | -23.5% | -15.8% |
| 6M | +8.2% | +20.7% | -12.5% | -0.1% |
| YTD | +40.7% | +46.0% | -5.2% | +17.8% |
| 1Y | +46.1% | +49.8% | -3.6% | +20.2% |
| All | +140.3% | +167.1% | -26.8% | +50.1% |
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