+53.0%
D vs USFD
+340.6%
-287.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.2% |
| 7D | +6.9% | +3.9% | +3.0% | +6.4% |
| 30D | +12.3% | +10.7% | +1.6% | +11.0% |
| 3M | +3.0% | +6.3% | -3.3% | +2.2% |
| 6M | +12.8% | +16.2% | -3.4% | +10.6% |
| YTD | +22.6% | +41.9% | -19.3% | +17.1% |
| 1Y | +21.7% | +44.2% | -22.5% | +16.0% |
| 3Y | +83.9% | +159.8% | -75.9% | +63.4% |
| 5Y | +14.0% | +177.1% | -163.1% | -0.7% |
| 10Y | +45.6% | +376.2% | -330.6% | +25.0% |
| All | +53.0% | +340.6% | -287.6% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling