+223.5%
C vs USFD
+369.7%
-146.2%
-56.5%
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 | -2.4% | +3.0% | -5.3% | -3.8% |
| 30D | -6.0% | +11.1% | -17.0% | -10.5% |
| 3M | -10.5% | -0.3% | -10.3% | -10.9% |
| 6M | -5.7% | +15.9% | -21.6% | -13.1% |
| YTD | +4.1% | +41.6% | -37.5% | -13.9% |
| 1Y | +20.5% | +49.4% | -28.9% | -3.1% |
| 3Y | +208.1% | +157.8% | +50.3% | +91.5% |
| 5Y | +110.4% | +176.6% | -66.2% | +22.3% |
| All | +223.5% | +369.7% | -146.2% | +47.5% |
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