+48.3%
DOW vs USFD
+46.1%
+2.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -9.5% | +3.0% | -12.5% | -9.4% |
| 30D | +13.1% | +11.1% | +2.0% | +13.0% |
| 3M | +4.8% | -0.3% | +5.1% | +5.1% |
| 6M | -16.7% | +15.9% | -32.5% | -16.6% |
| YTD | +38.9% | +41.6% | -2.8% | +29.6% |
| 1Y | +48.3% | +49.4% | -1.1% | +36.1% |
| All | +48.3% | +46.1% | +2.2% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling