+95.6%
F vs USFD
+321.9%
-226.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +5.3% | -3.0% | +8.3% | +6.5% |
| 30D | +4.6% | +3.5% | +1.1% | +3.0% |
| 3M | -3.7% | +26.6% | -30.2% | -12.6% |
| 6M | +16.8% | +11.7% | +5.1% | +11.0% |
| YTD | +15.3% | +38.1% | -22.8% | +0.2% |
| 1Y | +31.0% | +33.4% | -2.4% | +15.0% |
| 3Y | +45.4% | +155.8% | -110.4% | -2.6% |
| 5Y | +54.7% | +214.0% | -159.4% | -4.6% |
| All | +95.6% | +321.9% | -226.3% | -2.1% |
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 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