+109.4%
C vs USFD
+184.3%
-74.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.8% | -2.2% | -4.0% |
| 7D | -5.3% | +3.9% | -9.2% | -6.8% |
| 30D | -7.3% | +10.7% | -18.0% | -10.9% |
| 3M | -13.5% | +6.3% | -19.8% | -15.9% |
| 6M | -6.5% | +16.2% | -22.7% | -12.9% |
| YTD | +3.6% | +41.9% | -38.3% | -13.1% |
| 1Y | +18.9% | +44.2% | -25.3% | -1.4% |
| 3Y | +205.0% | +159.8% | +45.2% | +95.0% |
| 5Y | +109.4% | +177.1% | -67.7% | +22.6% |
| All | +109.4% | +184.3% | -74.9% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling