+84.2%
ASML vs USFD
+200.1%
-115.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.5% | -12.1% | -7.7% |
| 7D | -10.0% | +7.8% | -17.9% | -13.7% |
| 30D | -19.4% | +16.2% | -35.6% | -25.9% |
| 3M | -12.5% | +11.0% | -23.5% | -17.8% |
| 6M | +8.2% | +20.7% | -12.5% | -4.0% |
| YTD | +40.7% | +46.0% | -5.2% | +10.3% |
| 1Y | +46.1% | +49.8% | -3.6% | +12.3% |
| 3Y | +138.5% | +167.3% | -28.8% | +24.0% |
| 5Y | +84.2% | +197.2% | -113.0% | -18.7% |
| All | +84.2% | +200.1% | -115.9% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling