+985.8%
ASX vs USFD
+359.9%
+625.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +12.4% | +1.7% | +10.7% | +12.0% |
| 30D | -19.8% | +10.2% | -30.0% | -22.0% |
| 3M | -10.3% | -1.5% | -8.8% | -10.2% |
| 6M | +1.2% | +27.3% | -26.1% | -6.2% |
| YTD | +123.0% | +44.0% | +79.0% | +98.7% |
| 1Y | +145.4% | +50.4% | +95.1% | +115.8% |
| 3Y | +368.6% | +153.6% | +215.1% | +255.1% |
| 5Y | +486.0% | +219.0% | +267.1% | +314.3% |
| All | +985.8% | +359.9% | +625.9% | +602.9% |
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