+75.5%
DE vs USFD
+165.3%
-89.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +10.0% | -3.0% | +13.0% | +10.8% |
| 30D | +13.3% | +3.5% | +9.8% | +12.3% |
| 3M | +17.5% | +26.6% | -9.1% | +10.4% |
| 6M | +13.6% | +11.7% | +1.9% | +10.1% |
| YTD | +49.8% | +38.1% | +11.7% | +35.9% |
| 1Y | +47.9% | +33.4% | +14.5% | +35.4% |
| All | +75.5% | +165.3% | -89.8% | +27.5% |
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 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