+81.0%
F vs USFD
+368.6%
-287.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | -0.5% |
| 7D | -0.6% | +3.9% | -4.5% | -2.2% |
| 30D | +2.9% | +12.8% | -10.0% | -1.9% |
| 3M | -9.5% | +1.0% | -10.4% | -10.1% |
| 6M | +4.0% | +30.3% | -26.2% | -6.8% |
| YTD | -1.3% | +46.0% | -47.2% | -16.2% |
| 1Y | -1.9% | +49.6% | -51.6% | -17.7% |
| 3Y | +53.5% | +166.3% | -112.8% | +1.2% |
| 5Y | -15.1% | +208.4% | -223.5% | -47.5% |
| 10Y | +81.0% | +371.2% | -290.3% | -11.6% |
| All | +81.0% | +368.6% | -287.6% | -11.6% |
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