+863.5%
DE vs USFD
+306.5%
+557.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +1.2% |
| 7D | -3.0% | -7.0% | +4.0% | -0.9% |
| 30D | +11.1% | -10.3% | +21.4% | +14.9% |
| 3M | +17.6% | +9.2% | +8.4% | +14.1% |
| 6M | +13.6% | +7.4% | +6.2% | +10.5% |
| YTD | +46.3% | +29.4% | +16.9% | +33.5% |
| 1Y | +44.2% | +24.8% | +19.3% | +32.6% |
| 3Y | +76.6% | +150.0% | -73.4% | +28.9% |
| 5Y | +98.2% | +195.5% | -97.3% | +34.4% |
| 10Y | +863.5% | +315.7% | +547.8% | +474.3% |
| All | +863.5% | +306.5% | +557.0% | +474.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling