+0.4%
DOW vs USFD
+213.8%
-213.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +2.4% |
| 7D | +3.7% | +1.3% | +2.3% | +3.1% |
| 30D | +16.3% | +10.6% | +5.7% | +11.7% |
| 3M | +9.7% | -2.4% | +12.1% | +10.0% |
| 6M | -14.1% | +28.9% | -43.0% | -22.7% |
| YTD | +46.6% | +43.7% | +2.9% | +25.0% |
| 1Y | +56.8% | +48.5% | +8.3% | +31.9% |
| 3Y | -20.4% | +154.7% | -175.1% | -45.7% |
| 5Y | -27.4% | +218.4% | -245.8% | -55.7% |
| All | +0.4% | +213.8% | -213.3% | -25.3% |
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