+2,300.3%
AVGO vs USFD
+368.6%
+1,931.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.7% | +7.7% |
| 7D | -0.9% | +3.9% | -4.8% | -2.3% |
| 30D | -11.6% | +12.8% | -24.5% | -15.4% |
| 3M | -25.2% | +1.0% | -26.2% | -25.7% |
| 6M | -25.4% | +30.3% | -55.7% | -32.8% |
| YTD | -7.2% | +46.0% | -53.1% | -20.7% |
| 1Y | -7.9% | +49.6% | -57.5% | -21.9% |
| 3Y | +262.1% | +166.3% | +95.8% | +150.4% |
| 5Y | +525.7% | +208.4% | +317.3% | +304.7% |
| 10Y | +2,300.3% | +371.2% | +1,929.1% | +937.6% |
| All | +2,300.3% | +368.6% | +1,931.7% | +937.6% |
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