+222.7%
B vs USFD
+375.5%
-152.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -4.3% | +12.3% | -16.7% | -5.2% |
| 3M | -2.3% | -0.7% | -1.6% | -2.3% |
| 6M | -16.2% | +31.3% | -47.5% | -18.0% |
| YTD | -8.8% | +45.7% | -54.5% | -11.7% |
| 1Y | +11.4% | +52.1% | -40.8% | +7.5% |
| 3Y | +174.3% | +158.2% | +16.1% | +154.9% |
| 5Y | +116.2% | +213.8% | -97.6% | +97.2% |
| 10Y | +222.7% | +367.0% | -144.3% | +199.5% |
| All | +222.7% | +375.5% | -152.8% | +199.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling