+25.8%
C vs USFD
+51.3%
-25.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.4% | -0.2% | -0.3% | -0.4% |
| 30D | -5.3% | +12.3% | -17.7% | -5.1% |
| 3M | -8.0% | -0.7% | -7.3% | -8.3% |
| 6M | -0.3% | +31.3% | -31.5% | +0.3% |
| YTD | +8.6% | +45.7% | -37.1% | +7.7% |
| 1Y | +25.8% | +52.1% | -26.3% | +23.7% |
| All | +25.8% | +51.3% | -25.5% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling