+918.4%
DE vs USFD
+329.0%
+589.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +10.0% | -3.0% | +13.0% | +11.0% |
| 30D | +13.3% | +3.5% | +9.8% | +12.0% |
| 3M | +17.5% | +26.6% | -9.1% | +8.8% |
| 6M | +13.6% | +11.7% | +1.9% | +9.2% |
| YTD | +49.8% | +38.1% | +11.7% | +33.9% |
| 1Y | +47.9% | +33.4% | +14.5% | +33.3% |
| 3Y | +72.5% | +155.8% | -83.3% | +24.9% |
| 5Y | +90.2% | +214.0% | -123.8% | +26.4% |
| 10Y | +865.4% | +320.4% | +545.0% | +439.9% |
| All | +918.4% | +329.0% | +589.4% | +466.2% |
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