+34.5%
D vs USFD
+321.9%
-287.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +1.5% | -3.0% | +4.5% | +1.8% |
| 30D | -2.6% | +3.5% | -6.1% | -3.0% |
| 3M | 0.0% | +26.6% | -26.6% | -2.9% |
| 6M | +7.4% | +11.7% | -4.3% | +5.7% |
| YTD | +15.9% | +38.1% | -22.3% | +11.1% |
| 1Y | +18.1% | +33.4% | -15.3% | +13.6% |
| 3Y | +58.4% | +155.8% | -97.4% | +40.8% |
| 5Y | +5.2% | +214.0% | -208.8% | -9.6% |
| All | +34.5% | +321.9% | -287.4% | +15.4% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling