+186.7%
B vs USFD
+369.7%
-183.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +9.6% | +3.0% | +6.6% | +9.3% |
| 30D | +3.5% | +11.1% | -7.5% | +2.7% |
| 3M | -1.6% | -0.3% | -1.3% | -1.6% |
| 6M | -1.7% | +15.9% | -17.5% | -2.9% |
| YTD | -5.3% | +41.6% | -46.9% | -8.1% |
| 1Y | +27.2% | +49.4% | -22.2% | +23.0% |
| 3Y | +166.1% | +157.8% | +8.3% | +147.5% |
| 5Y | +136.5% | +176.6% | -40.1% | +117.2% |
| All | +186.7% | +369.7% | -183.0% | +161.5% |
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