+73.3%
D vs USFD
+159.2%
-85.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +3.0% | +3.0% | 0.0% | +2.3% |
| 30D | +11.5% | +11.1% | +0.4% | +9.4% |
| 3M | +3.7% | -0.3% | +4.0% | +3.6% |
| 6M | +13.5% | +15.9% | -2.3% | +10.3% |
| YTD | +20.7% | +41.6% | -20.9% | +12.0% |
| 1Y | +18.2% | +49.4% | -31.2% | +8.4% |
| 3Y | +73.3% | +157.8% | -84.5% | +41.3% |
| All | +73.3% | +159.2% | -85.9% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling