+189.4%
B vs USFD
+340.6%
-151.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.8% |
| 7D | +4.3% | +3.9% | +0.4% | +4.0% |
| 30D | -0.9% | +10.7% | -11.6% | -1.7% |
| 3M | -1.4% | +6.3% | -7.7% | -1.9% |
| 6M | +5.0% | +16.2% | -11.2% | +3.7% |
| YTD | -5.8% | +41.9% | -47.7% | -8.6% |
| 1Y | +25.6% | +44.2% | -18.6% | +21.7% |
| 3Y | +161.6% | +159.8% | +1.8% | +142.9% |
| 5Y | +135.2% | +177.1% | -41.9% | +115.7% |
| 10Y | +170.7% | +376.2% | -205.4% | +136.7% |
| All | +189.4% | +340.6% | -151.2% | +161.9% |
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