+691.7%
AVGO vs USFD
+215.8%
+475.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.0% | -3.0% | +0.1% | -1.8% |
| 30D | -14.4% | +3.5% | -18.0% | -15.7% |
| 3M | -14.4% | +26.6% | -41.0% | -23.5% |
| 6M | +13.1% | +11.7% | +1.4% | +6.5% |
| YTD | +3.8% | +38.1% | -34.3% | -13.0% |
| 1Y | +17.8% | +33.4% | -15.6% | +0.1% |
| 3Y | +325.3% | +155.8% | +169.4% | +165.5% |
| All | +691.7% | +215.8% | +475.8% | +346.0% |
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