+240.2%
DIA vs USFD
+369.7%
-129.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.9% | +3.0% | -3.9% | -1.7% |
| 30D | +0.3% | +11.1% | -10.8% | -2.5% |
| 3M | -4.5% | -0.3% | -4.2% | -4.7% |
| 6M | +3.4% | +15.9% | -12.5% | -1.1% |
| YTD | +7.8% | +41.6% | -33.8% | -2.7% |
| 1Y | +10.7% | +49.4% | -38.7% | -1.5% |
| 3Y | +57.5% | +157.8% | -100.3% | +20.9% |
| 5Y | +53.7% | +176.6% | -122.9% | +13.4% |
| All | +240.2% | +369.7% | -129.5% | +118.8% |
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 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