+2,960.7%
AVGO vs USFD
+329.0%
+2,631.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.8% |
| 6M | +13.1% | +11.7% | +1.4% | +7.7% |
| YTD | +3.8% | +38.1% | -34.3% | -9.2% |
| 1Y | +17.8% | +33.4% | -15.6% | +4.1% |
| 3Y | +325.3% | +155.8% | +169.4% | +199.1% |
| 5Y | +689.9% | +214.0% | +475.9% | +410.1% |
| 10Y | +2,597.0% | +320.4% | +2,276.6% | +1,186.4% |
| All | +2,960.7% | +329.0% | +2,631.7% | +1,351.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling