+899.1%
AU vs USFD
+375.5%
+523.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +4.7% | -0.2% | +4.8% | +4.7% |
| 30D | -1.5% | +12.3% | -13.9% | -2.5% |
| 3M | -5.0% | -0.7% | -4.3% | -5.0% |
| 6M | -13.5% | +31.3% | -44.8% | -15.5% |
| YTD | +11.7% | +45.7% | -34.0% | +8.0% |
| 1Y | +21.3% | +52.1% | -30.8% | +16.9% |
| 3Y | +545.0% | +158.2% | +386.7% | +496.0% |
| 5Y | +412.0% | +213.8% | +198.2% | +362.8% |
| 10Y | +899.1% | +367.0% | +532.1% | +768.5% |
| All | +899.1% | +375.5% | +523.6% | +768.5% |
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 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