+755.9%
DE vs USFD
+359.9%
+396.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.3% | +1.7% | -1.4% | -0.2% |
| 30D | +3.6% | +10.2% | -6.6% | +0.4% |
| 3M | +10.2% | -1.5% | +11.7% | +10.4% |
| 6M | +16.6% | +27.3% | -10.8% | +7.5% |
| YTD | +45.8% | +44.0% | +1.8% | +28.4% |
| 1Y | +43.9% | +50.4% | -6.5% | +24.8% |
| 3Y | +89.6% | +153.6% | -64.0% | +37.7% |
| 5Y | +100.3% | +219.0% | -118.6% | +32.5% |
| All | +755.9% | +359.9% | +396.0% | +402.3% |
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