+16.0%
D vs USFD
+51.3%
-35.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | +9.0% | +12.3% | -3.4% | +7.1% |
| 3M | +1.0% | -0.7% | +1.6% | +0.5% |
| 6M | +11.0% | +31.3% | -20.3% | +6.9% |
| YTD | +19.8% | +45.7% | -25.9% | +12.6% |
| 1Y | +16.0% | +52.1% | -36.2% | +8.3% |
| All | +16.0% | +51.3% | -35.3% | +8.3% |
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