+44.6%
D vs USFD
+329.0%
-284.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | +0.4% | -3.0% | +3.5% | +0.8% |
| 30D | -3.6% | +3.5% | -7.1% | -4.0% |
| 3M | -1.0% | +26.6% | -27.6% | -3.8% |
| 6M | +6.3% | +11.7% | -5.4% | +4.7% |
| YTD | +14.7% | +38.1% | -23.4% | +10.0% |
| 1Y | +16.9% | +33.4% | -16.4% | +12.5% |
| 3Y | +56.8% | +155.8% | -99.0% | +39.6% |
| 5Y | +5.2% | +214.0% | -208.8% | -9.5% |
| 10Y | +35.9% | +320.4% | -284.5% | +17.5% |
| All | +44.6% | +329.0% | -284.4% | +24.5% |
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