-29.5%
DOW vs USFD
+188.3%
-217.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -9.5% | +3.0% | -12.5% | -10.6% |
| 30D | +13.1% | +11.1% | +2.0% | +8.9% |
| 3M | +4.8% | -0.3% | +5.1% | +4.5% |
| 6M | -16.7% | +15.9% | -32.5% | -21.6% |
| YTD | +38.9% | +41.6% | -2.8% | +18.9% |
| 1Y | +48.3% | +49.4% | -1.1% | +24.0% |
| 3Y | -24.4% | +157.8% | -182.2% | -49.0% |
| All | -29.5% | +188.3% | -217.8% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling