+2,062.4%
AVGO vs USFD
+369.7%
+1,692.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -9.9% | +3.0% | -12.9% | -11.0% |
| 30D | -22.0% | +11.1% | -33.1% | -25.0% |
| 3M | -30.0% | -0.3% | -29.8% | -30.3% |
| 6M | -30.7% | +15.9% | -46.6% | -35.0% |
| YTD | -14.7% | +41.6% | -56.3% | -26.4% |
| 1Y | -16.8% | +49.4% | -66.2% | -29.5% |
| 3Y | +244.4% | +157.8% | +86.6% | +140.6% |
| 5Y | +474.0% | +176.6% | +297.4% | +283.9% |
| All | +2,062.4% | +369.7% | +1,692.7% | +839.3% |
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