+276.6%
AVGO vs USFD
+159.3%
+117.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +6.1% | -0.2% | +6.2% | +6.2% |
| 30D | -2.7% | +12.3% | -15.0% | -6.5% |
| 3M | -16.9% | -0.7% | -16.2% | -16.8% |
| 6M | -19.1% | +31.3% | -50.4% | -28.2% |
| YTD | +0.3% | +45.7% | -45.4% | -18.8% |
| 1Y | -1.2% | +52.1% | -53.3% | -22.1% |
| All | +276.6% | +159.3% | +117.3% | +144.9% |
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