+888.6%
DE vs USFD
+339.9%
+548.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -0.6% | +3.0% | -3.5% | -1.6% |
| 30D | +2.3% | +11.1% | -8.8% | -1.2% |
| 3M | +9.5% | -0.3% | +9.8% | +9.3% |
| 6M | +14.1% | +15.9% | -1.8% | +8.2% |
| YTD | +45.4% | +41.6% | +3.8% | +28.6% |
| 1Y | +42.9% | +49.4% | -6.5% | +24.1% |
| 3Y | +84.8% | +157.8% | -73.0% | +33.3% |
| 5Y | +101.8% | +176.6% | -74.8% | +39.0% |
| 10Y | +788.0% | +375.4% | +412.7% | +368.1% |
| All | +888.6% | +339.9% | +548.8% | +443.8% |
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