+606.7%
AVGO vs USFD
+208.8%
+398.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +6.1% |
| 7D | +25.0% | +1.3% | +23.7% | +24.4% |
| 30D | +2.0% | +10.6% | -8.6% | -2.6% |
| 3M | -12.3% | -2.4% | -9.8% | -11.7% |
| 6M | -12.8% | +28.9% | -41.7% | -23.4% |
| YTD | +5.9% | +43.7% | -37.9% | -13.9% |
| 1Y | +3.3% | +48.5% | -45.2% | -17.3% |
| 3Y | +293.1% | +154.7% | +138.4% | +138.5% |
| 5Y | +606.7% | +218.4% | +388.3% | +280.1% |
| All | +606.7% | +208.8% | +398.0% | +280.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling