+469.4%
ASX vs USFD
+204.0%
+265.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.1% | +5.6% | +7.4% |
| 7D | -12.3% | +3.9% | -16.2% | -13.5% |
| 30D | -26.0% | +12.8% | -38.8% | -29.7% |
| 3M | -8.1% | +1.0% | -9.1% | -8.8% |
| 6M | +1.4% | +30.3% | -28.9% | -11.0% |
| YTD | +115.6% | +46.0% | +69.6% | +77.3% |
| 1Y | +128.0% | +49.6% | +78.4% | +84.9% |
| 3Y | +371.4% | +166.3% | +205.1% | +181.9% |
| 5Y | +469.4% | +208.4% | +261.0% | +205.5% |
| All | +469.4% | +204.0% | +265.5% | +205.5% |
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