+325.4%
AVGO vs USFD
+156.9%
+168.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -3.0% | -3.0% | +0.1% | -2.0% |
| 30D | -14.4% | +3.5% | -18.0% | -15.5% |
| 3M | -14.4% | +26.6% | -41.0% | -22.6% |
| 6M | +13.1% | +11.7% | +1.4% | +7.5% |
| YTD | +3.8% | +38.1% | -34.3% | -13.1% |
| 1Y | +17.8% | +33.4% | -15.6% | +0.1% |
| All | +325.4% | +156.9% | +168.5% | +196.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling