+208.8%
C vs USFD
+369.2%
-160.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -0.4% | +8.4% | -8.7% | -3.9% |
| 30D | -5.2% | +12.7% | -17.9% | -10.3% |
| 3M | -9.1% | +1.1% | -10.2% | -10.0% |
| 6M | -1.6% | +30.2% | -31.7% | -13.8% |
| YTD | +6.9% | +45.8% | -38.9% | -12.7% |
| 1Y | +23.0% | +51.9% | -29.0% | -1.8% |
| 3Y | +216.1% | +158.5% | +57.7% | +96.3% |
| 5Y | +112.2% | +208.0% | -95.8% | +17.5% |
| 10Y | +208.8% | +376.6% | -167.8% | +34.7% |
| All | +208.8% | +369.2% | -160.5% | +34.7% |
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