+195.3%
B vs USFD
+167.5%
+27.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.2% | +3.5% |
| 7D | +11.3% | +3.9% | +7.4% | +10.3% |
| 30D | +2.9% | +12.8% | -9.9% | +0.4% |
| 3M | -2.9% | +1.0% | -3.8% | -3.3% |
| 6M | -1.2% | +30.3% | -31.5% | -6.6% |
| YTD | -1.3% | +46.0% | -47.3% | -10.5% |
| 1Y | +30.4% | +49.6% | -19.2% | +17.2% |
| 3Y | +195.3% | +166.3% | +29.0% | +122.5% |
| All | +195.3% | +167.5% | +27.8% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling