+7.4%
AVGO vs USFD
+32.2%
-24.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.0% |
| 7D | -0.3% | -3.3% | +3.0% | -0.3% |
| 30D | -13.8% | -5.3% | -8.5% | -13.9% |
| 3M | -6.9% | +18.8% | -25.7% | -7.9% |
| 6M | +11.9% | +14.3% | -2.3% | +11.3% |
| YTD | +6.9% | +36.9% | -30.0% | -0.1% |
| 1Y | +7.4% | +31.7% | -24.3% | -5.3% |
| All | +7.4% | +32.2% | -24.8% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling