+221.1%
B vs USFD
+329.0%
-108.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | -1.6% | -3.0% | +1.4% | -1.4% |
| 30D | +9.4% | +3.5% | +5.9% | +9.1% |
| 3M | +5.0% | +26.6% | -21.6% | +3.0% |
| 6M | -3.5% | +11.7% | -15.2% | -4.4% |
| YTD | +4.5% | +38.1% | -33.7% | +1.6% |
| 1Y | +67.8% | +33.4% | +34.4% | +63.6% |
| 3Y | +196.7% | +155.8% | +40.9% | +175.9% |
| 5Y | +151.9% | +214.0% | -62.1% | +130.0% |
| 10Y | +202.2% | +320.4% | -118.2% | +172.0% |
| All | +221.1% | +329.0% | -108.0% | +191.3% |
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